1. Kombat Zone Select: At the Character Select screen, highlight Sonya and press UP+START.

2. Play As Chameleon: At the Character Select screen, select any of
    the masked ninjas (Scorpion, Reptile, etc.) and hold BACK, LP and HP
    until the game begins.

Secret Options Menu:
            On the Options Screen, hold UP, RUN and Player 1 and 2's BLOCK until
            you hear the Explosion. Then, just select the "?" in the Options
            Screen.