Unlock everything:
At the title screen, press Select, Down, R2, L1, R1, L2. All features, including
alternate costumes, outro FMV sequences, behind the scenes movie pictures, the
Pool Party, and Psylocke, Juggernaut, Spider-Man, and Professor X will be
unlocked.
To use Spider-Man, highlight Cyclops and hold L1 at the character selection
screen.
To use Professor X, highlight Magneto and hold L1 at the character selection
screen.