Fatal Fury SpecialRyo Sakazaki from Art of Fighting is a hidden boss in the game who you can fight against but not actually play as (in the arcade version). Ragey has found away around this however and by loading this savestate you can play him through the single player mode. Sadly this is no challenge at all as the A.I. hasn't got any idea on what to do and will happily keep walking into any of Ryo's special moves (video evidence here) but for those of you wanting to teach the CPU a lesson for a change, here you go.
There aren't any game breaking glitches with him, the only noticeable things being that he has no ending upon completing the game and if you lose the continue screen is messed up in a similar manner.
The King of Fighters '94This game marked the first appearance of Rugal Bernstein, who's made several appearances in the series since. In this game, he has two forms. The first form is him at his most basic with no special moves and can be seen to the left there. Whilst he was never playable before, this savestate which lets you choose him.
The first form of Rugal isn't much fun to play as and the only amusing thing is that if you charge up his POW meter (hold down the A, B and C buttons) his sprite disappears.
His second form however is him at his most dangerous with many powerful specials including two different projectiles and a horribly powerful anti-air kick attack. The savestate will have Rugal selected and you can choose either of his two forms. To choose, load the savestate and you'll see an animated Rugal. Hold left or right and he'll freeze. If you press the A button now you will select the more powerful version of Rugal.The game can be beaten with Rugal (although he has the Ikari team's ending for some reason) but the many problem is that the stages will often suffer from bad glitches that make them all coloured weirdly. This is due to the game trying to load the graphics for the second version of his stage, no matter which stage you are actually on. Also skip both of the cut-scenes during the single player mode as these will freeze the game before they finish. [VIDEO]
The King of Fighters '96This game has two bosses: Chizuru and Goenitz. This save state will bring up a team with both characters in it along with Geese. Goenitz is a lot of fun to use as you can spam his Koku Desu Ka move all day long (half circle back and any button) which does good damage and has great range. Chizuru isn't that bad either. As far as we know you can beat the game O.K. with this and it won't crash. [VIDEO]
The King of Fighters '97This game has many bosses but the last one is Orochi, the best of the lot. Orochi has two great super moves and plenty of powerful special moves that should let you tear through the CPU. This state lets you select him in advanced mode, this one in extra. Again, as far as we know, you can beat the game without problem with either of these states. [VIDEO]
Orochi Iori is a faster, meaner version of regular Iori. This state lets you select him in advanced mode, this one in extra. [VIDEO] 
KoF '97 also has an Orochi version of Leona. Like Orochi Iori, she can move a lot faster and do much more damage. This state lets you select her in advanced mode, this one in extra.
The King of Fighters '99Krizalid is the boss of this game and he's another one to have two different forms. His first form is him at his most boring as the only cool he has is his two hit purple fireball. Even so, download this savestate and you can pick him. You can complete the game with the team given (it consists of Krizalid, Whip and the two Kyo clones) but you'll just get the standard team edit ending.
The only glitch with this is that if you pick Krizalid as your striker character and try to call him on, he'll just appear at the far left of the screen and do nothing but stay there for a while.
His second form is much better though as he has a lot of special moves including the incredibly annoying (for the opponent) "tornado" (QCF+P). One of his super moves have some Hokuto-inspired antics going on with multi-punching at incredible speeds. With this savestate, you can play as him. When it is loaded your team will consist of Krizalid, Whip and the two Kyo clones. The entire game can be beaten with the team, the only glitch being the one if you try and use Krizalid as your striker -he'll appear at the far left of the screen and get stuck there. [VIDEO] 
The King of Fighters 2000A lot of people consider the boss of this game, Zero, one of the cheapest in the series. I don't agree but either way here is your chance to play as him with this savestate. Your team will consist of Zero, Kula, Terry and Whip. You can beat the game and will get the team edit ending. Zero's spike cape move (QCF+P) can demolish the CPU easily.
The only glitches with this once again happen when you try and pick Zero as your striker. His striker select has glitched graphics but you can select him or a completely black version of his sprite. You can call him on during a fight but he'll just pretty much bounce in then out within a second and does not do an attack, either versions do this. [VIDEO]
The King of Fighters 2001This game is probably the weakest in the series so far and has two of the most ridiculous bosses you could ever hope to meet. First up is Original Zero -the one from the previous game turned out to be a clone, but this one is the real deal. Whilst his moves aren't that different his main advantage is that he has three striker characters available at any time. This savestate will let you play as him, when it is loaded set it so you have one Zero as your playable character and the other three as strikers. The use the strikers, simply hold right and then press A, B or C -a different character will come on depending on the button pressed. [VIDEO]
Original Zero is absolutely nothing compared to the final boss of the game though: Igniz. I think he's the cheapest KoF boss ever and is the only one that I have never managed to beat without having to use the continue service. And even with that, it still took me several more continues to win. Anyway, here he is in all of his infinite super move glory. Double quarter circle forward followed by a punch button will have him do his power geyser type super move, whilst simply doing a dragon punch motion with a kick does his energy blast. Both do tremendous amounts of damage. Please note that both of the KoF 2001 states only work with the alternate set version of the game. [VIDEO]
Samurai ShodownAmakusa is the boss of this first entry in the series and despite looking quite girly he is a man and prefers fighting with an energy ball rather than a sword. Here is a savestate.
Samurai Shodown IIMizuki is the boss of this sequel and she's one of the cheapest around. More the reason to play as her then and with this savestate you can. She always goes to battle with a dog which has a couple of great attacks (try quarter circle back plus A).
Samurai Shodown IIIZankuro is the boss for this one and whilst I haven't been able to test this myself Mighty Kombat knows it works so download: this state is for him in slash mode, this one for bust mode.
Samurai Shodown IVOnce again, Zankuro is the boss. This state lets you pick either his slash or bust version and then play through the single player mode, fighting Haohmaru over and over again.
Samurai Shodown VI've never actually played this game but here is the deal: there are three bosses. First up, we have Yumeji and to quote Mighty Kombat "should not be used at all" as she has no original moves. Next up is Sankuro, a fellow who beats up people with a huge wooden mallet and finally we have Gaoh, the true final boss of the game.
