In addition to the below, this anime has been released on VHS, but the video versions are obsolete these days and you'd be better off getting one of the DVDs:

Viz released the film on DVD in 1999. It has both the English dub and the Japanese dub with English subtitles. The film's logo reveal displays the English name, and also features an all-red image of the Mars statue, which is completely different to what was featured in the Japanese version. The credits were also translated into English, although only the voice actors and actresses for the English dub are featured on it. "Dawn of a Legend", the song played during the credits, was re-recorded and given English lyrics for the English dub, but was also re-titled to "Oh Angel".

An extra message was put in the credits, telling viewers to play Fatal Fury and King of Fighters games. Unfortunately this would have been a problem for American viewers, since the majority of SNK games available on the game systems available at the time (Playstation and SEGA Saturn) were only released in Japan. Extra features include a conceptual drawings gallery, several trailers and character profiles.

This DVD was released in 2014 by Discotek. The box mimics a Neo Geo game box. Like the Viz DVD, it has both the English dub and the Japanese dub with English subtitles. Unlike the Viz DVD, it retains the Japanese logo reveal, and the credits have been left in Japanese.

Extras include several trailers, a gallery with just a few promotional images in it and a "credits" feature, which actually just plays the English credits from the Viz DVD.

However the main draw for this version isn't for the extras, it's for the film itself, which has been remastered and looks fantastic. Everything looks sharper, the colors are a lot more vibrant than the Viz DVD and the fight scenes all benefit greatly because of it, especially when explosions are involved:

Viz	Discotek

And one final bonus is that, whilst it's stated to be a region 1 DVD on the packaging, this isn't the case and will play on any region of DVD player, unlike the Viz version which is region locked to region 1 only. I'd say that this is the version to buy, if it wasn't for...

...the Blu-ray version, which was released by Discotek in 2017. I don't own this version, but from what I've read it features even better picture quality than the already great 2014 DVD. I've also read that a few small edits were made to some of the English subtitles (such as fixing a typo with the name of one of Kim's sons) and the gallery features more images than the DVD version. I believe it is region locked, but if you're from the USA and want to own this movie, this is probably the best version to go for, otherwise, get the Discotek DVD instead.