Play As Devil Kazuya:

To play as Devil Kazuya you must beat all the rounds of Galaxian at the beginning of the game.

Play As Heihachi:

To play as Heihachi you must beat the entire game without continuing.

Play As Sub-Boss:

First beat all the normal characters in the game. After beating all the characters, you will have to fight your character's sub-boss. After beating that sub-boss, you will be able to play it as a normal character

Play Galaga With Two Ships:

During power-up, press and hold Up+L1+Triangle+X on the player two controller.

Play Galaga continuously:

Press select after it shows you the kill number and you should hear a "ding" noise. Instead of skipping to the intro Tekken screen, it will go back to the same Galaga level you were on.