This is easy to do.First do a melee match with Oroku Saki . Then use the Sewer Canal as the place where to fight . The mode must be easy and KO (knock out).
When you arrive at the last piece of the place (when the rocks fall on the giant mouser) attack one of your enemies near the edge , press L1 + O and you should drop him.
It is just like Saki's but instead use L1 + triangle
and he will drop him.
April: complete the Ghetto [stage 6 top path]
Casey Jones: complete level 5 Subway
Hun: beat mikeys story mode(bottom path)
Ninja: complete adventure mode with Rapheal
Shredder: complete adventure mode with Don
Splinter: complete adventure mode with Leo