Street Fighter Zero 2 [Model T-1212G]

There are characters with alternate or EX versions that can be stored to the Saturn's memory after using these codes to unlock them. Chun-Li (with the SFII outfit) is already stored in memory:

Evil Ryu
Highlight Ryu and hold Start for one second. Press Right, Up, Down, Left and press any button.

EX Dhalsim
Highlight Dhalsim and hold Start for one second. Press Left, Down, Right, Up and press any button.

EX Zangief
Highlight Zangief and hold Start for one second. Press Down, Left, Left, Left, Left, Up, Up, Right, Right, Right, Right, Down and press any button.

Shin Gouki
Highlight Gouki and hold Start for one second. Press Down, Down, Right, Down, Right, Down, Down, Down, Left, Down, Left, Down and press any button.

Select Survival while holding button L to fight Chun-Li in her SFII outfit and have Shin Gouki be your final opponent. Select Survival while holding button R to have Vega as your final opponent.

Select Training Mode from the mode menu screen. Hold the L button and Start, then select your characters and settings. Keep holding L+Start until the match begins. The Custom Combo timer won't run out when you initiate a Custom Combo. Switching characters or exiting Training mode removes the cheat.

Select Training Mode from the mode menu and hold R button and Start. Select your fighter and sparring partner and keep holding them down until the match begins. Now, holding any button will cause you to punch or kick repeatedly. You can combine this with the code listed above.

Enter Survival Mode. Go to Sakura and press and hold Start. Then press Up, Left, Down, Left, Down, Right, Right, Down, Left, Left, Down, Down, Down, Right, Up, Up, Right. The cursor stops on Ryu. Press any button to choose Sakura in one of her Street Fighter Zero 2 Alpha special colors. If you have Evil Ryu saved on the Saturn's memory, it will not work.