At the Character Select screen, highlight the 
Zangief character. Then press Left, Left, Down, 
Down, Right, Right, Down, Down, Left, Left, Up, 
Up, Up, Up, Right, Right, Left, Left, Down, Down, 
Down, Down, Right, Right, Up, Up, Left, Left, Down, 
Down, Right, Right, Up, Up, Up, Up, Up. 
If done correctly, Gold War Machine will appear 
above Zangief.