Fight against Alfred:
Successfully complete the first eight stages without using any continues and finish your opponents with P. Power three or more times or S. Power five or more times. Alfred will appear in the bonus stage.

Fight as Alfred:
Defeat Alfred in the bonus stage to unlock his character between Xiangfei and Rick on the selection screen.

Fight as Leo:
Unlock Alfred as a selectable character. Select two player mode, highlight Alfred, then hold B on the character selection screen.