How do you unlock all of the characters in SSB4?

Character unlocks differs between the 3DS and Wii U versions. I'm posting a complete list for both versions below. Source

Ness

3DS: 10 Smash matches or beat Classic mode
Wii U: Unlocked by default

Falco

3DS: 20 Smash matches or beat Classic mode without using any continues
Wii U: 10 Smash matches or beat Classic mode

Wario

3DS: 30 Smash matches or complete 100 man smash
Wii U: 20 Smash matches or complete 100 man smash

Lucina

3DS: 40 Smash matches or beat classic mode as Marth without using any continues
Wii U: 30 Smash matches or beat Master Core (classic mode final boss at intensity 5.1 or greater) as Marth at 5.5 intensity

Dark Pit

3DS: 50 Smash matches or beat Classic mode with three or more characters
Wii U: 40 Smash matches or beat All-Star mode on Normal

Dr Mario

3DS: 60 Smash matches or beat Classic mode as mario at intensity 4.0 or greater
Wii U: 50 Smash matches or beat one Master Order on hard difficulty

R.O.B.

3DS: 70 Smash matches or collect 200 trophies then play a Smash match or beat classic mode
Wii U: 60 Smash matches or defeat Crazy Hand after completing 10 matches in Crazy Orders

Ganondorf

3DS: 80 Smash matches or beat Classic mode as Link at intensity 5.0 or higher
Wii U: Unlocked by default

Mr.Game & Watch

3DS: 90 Smash matches or beat Classic mode with ten fighters
Wii U: 80 Smash matches or beat Classic mode with five fighters

Bowser Jr

3DS: 100 Smash matches or beat Classic Mode as Bowser on Intensity 6.0 or higher
Wii U: Unlocked by default

Duck Hunt

3DS: 110 Smash matches or beat Classic Mode with 8 or more characters
Wii U: 100 Smash matches or KO one fighter in Cruel Smash

Jigglypuff

3DS: 120 Smash matches or collect 30 different equipment items
Wii U: Unlocked by default

DLC Characters

Mewtwo

3DS: $3.99
Wii U: $3.99
Both: $4.99

Lucas

3DS: $3.99
Wii U: $3.99
Both: $4.99

Roy

3DS: $3.99
Wii U: $3.99
Both: $4.99

Ryu W/ Suzaku Castle

3DS: $5.99
Wii U: $5.99
Both: $6.99
(Note: This DLC comes with the stage as well as the fighter)

Cloud W/ Midgar

3DS: $5.99
Wii U: $5.99
Both: $6.99
(Note: This DLC comes with the stage as well as the fighter)

Corrin

3DS: $4.99
Wii U: $4.99
Both: $5.99

Bayonetta W/ Umbra Clock Tower

3DS: $5.99
Wii U: $5.99
Both: $6.99
(Note: This DLC comes with the stage as well as the fighter)

• Ness: play 10 vs matches or beat classic with 2 characters.
• Falco: play 20 vs matches or beat classic with 1 character.
• Wario: play 30 vs matches or beat 100 man brawl.
• Lucina: play 40 vs matches or beat classic with 3 fire emblem characters.
• Dark Pit: play 50 vs matches or beat classic with 4 characters.
• Dr.Mario: play 60 vs matches or beat classic with Mario.
• R.O.B.: play 70 vs matches.
• Ganondorf: Play 80 vs matches or beat classic with Link.
• Mr. Game&watch: play 90 vs matches or beat classic with Pac Man.
• Bowser Jr.: play 100 vs matches or beat classic with Bowser on 7.0 or higher.
• Duckhunt Dog: play 110 vs matches or beat classic with 8 characters.
• Jigglypuff: play 120 vs matches or beat classic mode with Charizard on 7.0 or higher.

The other characters not mentioned here are unlocked at the start.

Source