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Capcom Heroes - Unlock all of the Capcom Heroes Costumes.

There are 34 costumes in all to unlock - 17 main costumes, and 17 "shadow" variants. With one exception (Classic Frank), all shadow variants are unlocked by finishing the second level of a character's costume training. These training sessions are fairly straightforward challenges similar to the Princess Wasp ones from Frank Rising, i.e. they're things like "kill X enemies in Y amount of time," "kill X enemies with weapon Y," etc. The training sessions for each costume become unlocked once you've unlocked that particular costume, and will show up on your map.

For the costumes that need collectibles, with the exception of the Amaterasu ones, you can buy maps for them in the safe houses (this time you don't need to level them up). Also note that, for the collectible stars, while most are pretty straightforward, there are a few in West Ridge that will require you to get an ambulance or other tall vehicle to climb up to otherwise inaccessible areas (including one on top of the roadside Fireworks stand - that star doesn't show up on your map). There is also one on a roof immediately east of the North Peak safe house - to get to that, you'll have to drive a vehicle up the ramp next to the safe house and land on the roof. Requirements for the costumes that are not unlocked by finishing hero training are as follows:

Adam the Clown - Finish case 2.
Akuma - Find all 60 collectible stars. If you're stuck on 59 and there's nothing showing up on your map, the last one will be the one on the roof of the Fireworks Stand in the farm area of West Ridge. You'll need a tall vehicle to climb up there. There's a tractor in a field up the hill that should do.
Amaterasu - Find all 3 Amaterasu collectibles. See "Gong Show" for their locations.
Arthur - Finish case 3.
Bass - Buy it at the West Ridge emergency shelter.
Cammy - Buy it from the Mall emergency shelter.
Classic Frank - You start with this, and revert to it anytime another costume's time expires.
Classic Frank (Shadow) - Finish case 6.
Dante - Find 4 collectible stars.
Jill Valentine - Finish case 5.
M. Bison - Find 15 collectible stars.
Mech-Zangief - Buy it at the Old Town emergency shelter.
Mega Man X - Find 2 collectible stars. This is unmissable, and will be unlocked during case 0.
Morrigan - Finish case 4.
Ryu - Finish case 0.
Sissel - Buy it at the North Peak emergency shelter.
Viewtiful Joe - Finish case 1.
Zombie Frank - Find 30 collectible stars.