Alternate Musashi:

At the versus mode character select screen, hold SELECT when choosing Musashi to pick an alternate version of him.

Alternate Stages:

At the versus mode stage select screen, hold SELECT when choosing a stage to pick an alternate version of that stage. Note: not every stage has an alternate version.

Dojo Stage:

At the versus mode stage select screen, hold SELECT when choosing the random stage to pick the dojo stage.