Naruto: Ultimate Ninja Heroes 2 - The Phantom Fortress

Another Story mode

Successfully complete all 100 floors of Mugenjo mode to unlock Another Story mode, which reveals what happened to Jiraiya, Shi (Zune), and Tsunade.
Bonus characters

Successfully complete the indicated task to unlock the corresponding character:

Itachi: Successfully complete Hidden Mugenjo mode. Alternately, successfully complete Heroes mode on the Insane difficulty or Another Story mode.

Jiraiya: Successfully complete Mugenjo mode, then Heroes mode. Alternately, successfully complete Heroes mode on the Hard difficulty.

Kabuto: Successfully complete Mugenjo mode.

Kisame: Successfully complete Hidden Mugenjo mode. Alternately, successfully complete Heroes mode on the Insane difficulty or Another Story mode.

Orochimaru: Successfully complete Mugenjo mode, then Heroes mode. Alternately, successfully complete Heroes mode on the Hard difficulty.

Sasuke: Successfully complete Mugenjo mode.

Shiune: Successfully complete Mugenjo mode.

Third Hokage (Sandaime): Successfully complete Hidden Mugenjo mode. Alternately, successfully complete Heroes mode on the Insane difficulty or Another Story mode.

Tsunade: Successfully complete Mugenjo mode, then Heroes mode. Alternately, successfully complete Heroes mode on the Hard difficulty.
Bonus teams

Create a group consisting of the indicated characters in Heroes mode to create a special team with a bonus skill:
Akatsuki: Itachi and Kisame
Association Of Ninja Thugs: Itachi, Kisame, and Orochimaru
Author and Fan: Jiraiya and Kakashi
Cunning Master and Student: Tsunade and Sakura
Dark Alliance: Sasuke, Orochimaru, and Kabuto
Eternal Rivals: Kakashi and Guy
Hard Workers United: Naruto, Hinata, and Lee
Hokage and assistant: Tsunade and Shizune
Hot Blooded Master and Student: Guy and Lee
Leaf Jonin: Kakashi, Guy, and Shizune
Maidens in Love: Sakura, Ino, and Hinata
Master & Student: Naruto and Jiraiya
Shadows of Evil: Orochimaru and Kabuto
Team Byakugan: Neji and Hinata
Team Genius: Sasuke, Neji, and Shikamaru
Team Kakashi: Naruto, Sakura, and Sasuke
Team Sharingan: Itachi, Sasuke, and Kakashi
The Cursed: Orochimaru and Sasuke
The Guides: The Third hokage and Tsunade
The Leaf's Greatest: The Third Hokage, Jiraiya, and Tsunade
The Legendary Sanin: Jiraiya, Tsunade, and Orochimaru
Those Who Know Loneliness: Naruto, Sasuke, and Garra
Triple Trouble: Naruto, Kibe, and Choji
Uchiha Clan: Sasuke and Itachi