Successfully complete the game with Lui Bei and Cao Cao. Select "New Game" and you will be able to choose which side to be played.
Extra difficulty settings
Successfully complete the game with Liu Bei to the normal difficulty setting. Successfully complete the game with Cao Cao on the normal difficulty setting to unlock the expert difficulty setting.
Hidden battles
Select either Liu Bei or Cao Cao, and successfully complete the game on the expert difficulty setting to unlock a hidden battle for each side. As Liu Bei, the hidden battle is The Battle of East Lau. As Cao Cao, the hidden battle is The Battle of Chang Zheng.
How to Get Zhang Fei and Guan Yu 5 Special Moves
During the first battle, the Battle of Xu (on expert level), have Guan Yu defeat Li Dian and then go attack their storehouse, which is located just past the upcoming bridge. You get lots of experiance when you destroy their supplies. After you do that, have Liu Bei lose on purpose to Xiahou Yuan. Repeat this alternating Guan Yu and Zhang Fei back and forth, until you get too strong so you cannot lose, even if you try. (Note: When it is Zhang Fei's turn he defeats Yue Jin.)