All-Americas team:
Win the World Cup with an North American or South American team to unlock the All-Americas team in a friendly match.

All-European team:
Win the World Cup with an European or Oceania team to unlock the All-European team in a friendly match.

All-Asian team:
Win the World Cup with an Asian team to unlock the All-Asian team in a friendly match.

All-African team:
Win the World Cup with an African team to unlock the All-African team in a friendly match.

All-World team:
Unlock the All-Americas, All-European, All-Asian, and All-African teams to unlock the All-World team in a friendly match.

To unlock the All-World team in World Cup mode, win with every single team three times in world class mode without losing a single game.

Hint: Alternate ending music:
Play the World Cup on World class mode and use any team except for France. Once you get to the World Cup finals, defeat your opponent with a score of 2-0, 4-2, or 6-4. At the end of the game, the music will not be what is normally played. Instead, it will have the title screen music blended in.