There are several different versions of Thrill Kill that have surfaced over the years. Unlocking content seems to vary depending on what version of the game you have. This section will specifically cover the methods required for the NTSC Full Uncensored version.
Unlock Cain:
Complete arcade mode on the normal difficulty setting.
Unlock Judas:
Complete arcade mode on the hard difficulty setting.
Unlock Marukka:
Complete arcade mode on the very hard difficulty setting.
Unlock Sacrificial Ruins:
Complete arcade mode on the hard difficulty setting.
Unlock Dante's Cage:
Complete arcade mode on the very hard difficulty setting.
Unlock Practice Arena:Complete practice mode with all eleven characters. Hold L1 + L2 and press

when selecting an arena.
Unlock Hidden Costumes:Complete practice mode with a character to unlock their 5th costume. Hold L1 + L2 and press

when choosing a character at the select screen.
Unlock The Gimp (Practice Mode Only):Complete practice mode with all eleven characters. To fight against The Gimp in practice mode, hold L1 + L2 + R1 + R2 and press

when selecting your opponent.