Unlock the Bosses: 

Behemoth: On character select, go on Suyten-Dozi, then enter B-C-B-C-B-B-C, and A or D to confirm.

Eelis: On character select, go on Benten, then enter : C-C-B-B-C-B-C and A or D to confirm.

Lucifer: On character select, go on Susano, then enter B-C-C-C-B-B-B-C and A or D to confirm.