The King of Fighters '96: Neo Geo Collection was released in 1997, for the Neo Geo CD. It's not exactly a game, but is more of an encyclopedia of game lore. Its main feature is the character profile mode, where you can interview any of the 29 characters featured in KoF '96. It also includes a couple of different intros which explain the story of KoF and Orochi. This game was only released in Japan, but now you can enjoy it in English! Thanks to Alex at shmuplations for accepting my commission request to getting this translated.

Bonus material: Scans / Video playthrough