Fight as Lilith
Highlight Zangief at the character selection screen. Then, press [Left]x2, [Down]x2, [Right]x2, [Up]x2, [Down]x4, [Left]x2, [Up]x4, [Right], [Left], [Down]x4, [Right]x2, [Up]x4, [Left]x2, [Down]x4, [Right], [Down]. Lilith will appear below War Machine. Alternately, finish three opponents with super moves and use all helpers for at least two rounds.