Unlock Lola:
Defeat any of the five Fatima Saints during Chapter 2 then go to the Police station. In the cell area you will find Lola locked up, she will join you when you rescue her.

Unlock Jason G:
Go to the gas station during Chapter 4 and defeat the three thugs there to get a cutscene with Jason G who will join you if you then defeat him.

Unlock Raven:
Go to the Southside Park during Chapter 4 and defeat Raven if he confronts you there. You have only one attempt to defeat Raven and have him join you

Unlock Gina:
Go to the warehouse 12 and the wharf during Chapter 5 and defeat all the thugs with weapons. Gina is in the storage room and will join you when you rescue her

Unlock Norma:
You will have various confrontations with Norma during the game once you pass Fatima's Saints. Defeat her every time and eventually she will join you. This will happen when you defeat her in Chapter 6 at the Basketball court. Keep beating her untill her pride guage depletes.