At the Character selection screen,go to the Random Select,press and hold start then do:

For Kyo:Left,Right,Up,Left,Down,Right

For Iori:right.Left,Up,Right,Down,Left

Immediately press a button after beating the opponent.
Each button will make you see a different winning pose.

Hold START while selecting your characters's order. You'll see their picture instead of the usual question mark.

There are five special custom team endings in KOF99.

Kyo Team Ending: Unlock Kyo and have him on your team to get the team ending. It doesn't matter if you have unlocked Iori or not.

Iori Team Ending: Unlock Iori and have him on your team to get the team ending. It doesn't matter if you have unlocked Kyo or not.

Kyo+Iori Team Ending: Unlock both Kyo and Iori and have both on your team to get the team ending.

It is with the Psycho Soldiers team that if you get to defeat Krizalid or Kyo or Iori (if you fight with them both) using Kensou you will see a secret ending where Kensou comes to release a hidden power when he rescues Athena when was caught by some stones when they were running away from the Nest base when it was collapsing.

With the Fatal Fury team if Mai Shiranui gets to beat Krizalid to Kyo or Iori, there is also a secret ending this end becomes very different that here the 4 members get to flee from the Nest Base and when they are safe Mai he comes to ask Andy to fulfill his commitment to marry her, which Andy does not want, he runs away from Mai (here it is implied, possibly because Mai of the Fatal Fury disintegrated).