Play as Evil Kyo:
Highlight Kyo Kusanagi at the character selection screen and press Up, Down, Right, Left, Down, Up, Left, Right then press A, B, C, or D.

Play as the Orochi Team:
Highlight any King Of Fighters '98 team member (Yashiro, Shermie, or Chris) then hold Start and press A, B, C, or D.

Fight as Rugal:
Highlight Yashiro at the character selection screen and press Left, or highlight Daimon and press Down.

Select victory pose:
Press a Punch or Kick button immediately after your opponent is defeated.