Street Fighter Alpha Anthology Cheats
First of all, you'll have to finish Street Fighter Zero/Zero 2/Zero 2 Alpha and Pocket Fighter, which will unlock Arrange Zero 2/Zero 2 Alpha/Zero 3. You can access them by holding select while picking the original game. Beat those three and you can unlock Hyper Street Fighter Zero and its unique ISMs - Green (Vampire), Blue (Street Fighter III), Pink (Street Fighter 2 Dash), Red (Versus Series).
Hold select over Zero 1 and choose it to play Hyper Street Fighter Zero. Hold Start as you do so and then hit left to choose the secret ISM you want to use.
Alternate Chun-Li Outfit in SFA2
When choosing your player, hold start and leave the cursor over Chun-Li's portrait for at least five second. Then hit the following buttons to access different versions of her outfit:
Punch Button - Blue
All Punch Buttons - Green
Kick Button - Pink
All Kick Buttons - Black
Evil Ryu in SFA2
At the character select screen, hold start over Ryu for a second or two. Then move to Adon, Akuma, back to Adon, and Ryu again. Hold start and then press any other button.
Dan and Akuma in Pocket Fighter
Press right from Ken or left from Ryu on the character select screen.
2-player mode Secret Stages in SFA2
Grassy Area - On the player select screen, either player can press and hold start, then move the cursor over Sagat for five seconds. Go to any other character, release start and then hit any button.
Waterfall - On the player select screen, either player can press and hold start, then move the cursor over Bison for five seconds. Go to any other character, release start and then hit any button.