Samurai Shodown 4: Amakusa's Revenge

Select a versus or practice mode game. Press A + Y at the character selection screen. Zankuru will appear as a selectable character in the center of the screen. Alternatively, highlight any fighter at the character selection screen, hold Y, hold Z, then press C.

At the title screen press Down/Right + Y + Start. You will hear some sort of answering machine. Press pause and press the R and L buttons together. That should take you to the next level.