Finished it the first time. Beating the game on normal unlocked Yaksha and The Ninja Warriors Arcade music (Daddy Mulk!!). Guessing that you have to beat it on hard to unlock Raiden.
The new music started growing on me and I like it a lot more now, but it's pretty cool to be able to switch to the 80s arcade soundtrack, which still fits the game pretty well.
The last "boss" fight took me the most continues to get through...and the weird thing is, on the last try, I destroyed him so quickly. It was like the game decided to take it easy on me or something. :lol You basically want to finish this battle as fast as possible before stuff starts happening in the area you're in, and I found that doing this depended on the character- spoiler (click to show/hide)
you have to grab enemies and throw them at the boss to do damage, all while dodging an endless horde or enemies, laser barriers, and later, laser guns. The problem I was having is that this was pretty difficult to do with Kamaitachi and Ninja's throws have an arc, making it hard to hit the center of the screen if you're not standing in the right place. But Kunoichi can grab and throw straight up, so right at the beginning of the battle, I grabbed every easy grunt that popped up and destroyed him before it got crazy.
The key to getting good at this game is blocking and countering. They let you even start blocking enemy attacks if they've hit you a few times. You can also jump kick enemies out of the air which is awesome.
Oh, and Yaksha...uh...if you thought Kunoichi was thicc, naw- she is short and super THICC, son. :lawd
https://www.youtube.com/watch?v=PvM1vqNhaLo
(You can set the way the display looks to have varying degrees of or no scanlines, btw)