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Street Fighter Alpha 3 MAX

Unlock Shin Akuma
Finish the game's arcade mode with Evil Ryu. After you've done this, press and hold the select button when choosing Gouki.

Unlock Final M.Bison
Finish the game's arcade mode with any character. After you've done this, press and hold the select button when choosing M.Bison.

Play "hard" versions of certain modes
Hold L+R when selecting Final Battle to play against Shin Akuma instead of M.Bison. After you complete the 100 Kumite mode, you can also hold L+R when selecting Variable Battle, Dramatic Battle, and R. Dramatic Battle to play tougher versions of those modes. The CPU will have unlimited SC gauge!

9999 Edit Points
Finish all normal game modes, finish all survival modes without losing, finish the Kumite mode without losing, and collect all ISM plusses to earn a grand total of 9999 points in the Edit mode.

Extra ISM-plusses

Using a World Tour or Entry Mode character, beat any mode allowing Entry Mode characters without continuing.