Play as Anita
     Beat  the  game.  Then go to the character select screen, not the
shortcut  version. Press Up, Right, Down, Left, Up, Right, Down, Left,
and  hold Up. Then press and hold Light Punch, then Middle Punch, then
Heavy Punch (LP -> LP + MP -> LP + MP + HP)

Play as the Boss Dr.Doom
     Beat the game. Save it to a memory card and reload it from there.
Then  go  into  the character select screen, not the shortcut version.
Move  the  cursor  to  Spiderman, press Down, Down, then hold Down and
press Light Kick and hold it, then press Medium Kick and hold it, then
Hard Kick and hold it. Captain America should now change into Dr. Doom