Highlight Chun-Li, hold SELECT and press any action button. She will appear in her ALPHA costume.

Finish battle mode on any difficulty level without losing any rounds. Then, play versus mode. Highlight Akuma, hold SELECT and press any action button. Apocalypse should show up as your character. His moves are as follows;

Mace / Down, DownForward, Forward, Down, DownForward, Forward + Any Button
Ground Pound / Forward, Down, DownForward + Punch
Shoulder Rockets / Down, DownForward, Forward + Medium Punch
Drill / Down, DownForward, Forward, UpForward + Fierce Punch