Samurai Shodown 4

Blood mode:
Hold Start, highlight the "Options" selection at the title screen, then press A to enter the options screen. While continuing to hold Start, highlight the "Exit" selection and press A + B + C + D.

Fight as Minazuki:
Select two player mode. Have player one highlight Haomaru, then hold D and press A. Have player two highlight Genjuro then hold D and press A.

Fight as Zankuro:
Select two player mode. Hold D and press A at the character selection screen. Zankuro will replace your current fighter.

Drop weapon:
Press Start(3) during a match. Your enemy may also do the same thing. Also, this may result in an alternate victory sequence.

Suicide:
Press Left, Right, Down + Start during a match.