Some of the characters in Last Blade need special codes to be entered before you can access them. Here's a list of the codes for both games; plus the code to play EX mode in Last Blade 2.
Musashi and Kagami
In order to access the bosses, press the following buttons on the character select screen, within 3 seconds: C six times, B three times, and C four times.
CD Art Gallery
In order to access all of the endings, movies, and the art gallery that is available on the CD version of the game, enter the options menu, put the cursor over Demo Viewer, and enter the boss code: C six times, B three times, and C four times within 3 seconds.
In order to play in EX mode, choose your character, and when deciding their mode, do the following in 4 seconds: select speed mode without pressing A, and press C six times, then select power mode without pressing A, and press B four times, then again select speed mode without pressing A, and press C four times. Now EX mode should be selectable.
In order to play as Kouryu, highlight Kaede, then press the following buttons within 3 seconds: C ten times, B five times, and C four times. You'll hear Kouryu's voice if you did it right, and then you can press A or D to play as him.
With your cursor on Shigen, do the following within 4 seconds: push C five times, push B ten times, and push C two times. You'll hear Kotetsu's voice when you've done it correctly; then press A or D to play as her.
Hagure Hitogata (The Wandering Doll)
In order to access the doll, highlight Akari, and then do the following: press C eight times, B nine times, then wait one second and press C once more. If done right, you'll hear a voice, and you can then press A or D to begin.
And if you're the nostalgic type, here is beautiful Kaede in his original form, al la LB1. In 4 seconds, do this: push C nine times, B once, and C four times. You'll hear Kaede speak if you did it correctly, and then you can select him with A or D.