EX Characters
In Survival mode, defeat the EX Shadow version of a character to unlock them.
(Thanks to sportetteNAK)

Gold/Shadow Characters
These are unlocked in Survival mode. Once you’ve gotten to a high enough level in Survival, you’ll start facing the gold forms of each character (every twenty levels).
To select a Shadow character, press Zr (Classic Controller. Whatever button you use to change the color scheme) until reload appears below the character, then press Dust. To select a gold character, press Zr until Slash appears below the character, and then press Dust.
(Thanks to sportetteNAK)

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