Cheat Menu
     After  beating  an opponent, press A + B to perform the fatality.
During the fatality, press the D-Pad Right, Right, Right, B, B, A, A.

Various Cheats
     At the Character Selection screen, enter any of the following 
"Codes":

Play   As Code
Grox   Down, Right, Left, Left, Up, Down, Right, Up, Left, Left
Exor   Left, Down, Down, Right, Left, Up, Left, Up, Right, Down
Grog   Right, Left, Left, Down, Down, Right, Right, Left, Left, Down