Hidden in the different stages are specific character trophies, ones that you don't find in your gallery. To unlock them you need simply unlock the character and beat classic, all-star and boss-battles on intense difficulty. After that the character trophy will appear in a respective stage.
Here are a few examples of them.
Unlock them all and find each one hidden in the stages!
Here are a few examples of them.
Unlock them all and find each one hidden in the stages!