Fight as Gouki:
Highlight Ryu on the character selection screen and press Left.

Fight as Dan:
Highlight Ken on the character selection screen and press Right.

Alternate ending music:
Win a game, then hold B + C immediately before the character's ending sequence begins. The game's opening music will play in place of the the ending theme.

Windows screen saver:
Insert the game disc into a PC compatible CD-ROM drive and copy the "pocket.scr" file into the Windows/System directory. A Pocket Fighter screen saver should now be available under Settings/Control Panel/Display/Screen Saver.

Hint: Alternate Chun-Li taunt:
Select Chun-Li and fight Felicia. Instead of having her "Gomen Nasai!" taunt, she will wave a cat toy.