Play a level that unlocks the desired costume. Use the following trick to unlock all the costumes pieces without having to replay a level repeatedly.
Wu - All: Unlock all bonus material for Wu officers. Wei - All: Unlock all bonus material for Wei officers. Shu - All: Unlock all bonus material for Shu officers.
Other - All: Unlock all bonus material for Other officers. Successfully complete the indicated task to unlock the corresponding artwork: Kung Fu/Summer: 'Wu Tai Monk's Training', 'Wu Tai Monk's Challenge' and 'Wu Tai Final Trial' Occult/Sage: 'Stop Insurrection', 'Suppress Insurrection' and 'Crush Insurrection' Tribal/Wildcat: 'Tribal Encounter', 'Tribal Invasion' and 'Tribal War' Water Dragon/Pirate: 'Jin Fan Pirates', 'Qian Tang Pirates' and 'Bai Bo Pirates'
Hawk/Owl: 'Shao Hua Bandits', 'Ju Zhang Bandits', and 'Hei Shan Bandits' Imperial/Princess: 'Guard Lady Cai Wenji', 'Accompany Lady Cai Wenji' and 'Defend Lady Cai Wenji' Knight/Unicorn: Successfully complete Empire mode. Note: Complete the stages multiple times to unlock all the pieces. Successfully complete the indicated Mercenary missions in Empire mode to unlock the corresponding male and female costumes. Note: This game is also titled Shin Sangoku Musou 5: Empires.