You have two options here. There are 59 characters in the game and 58 of them have movies (Why Tiger Jackson doesn't have a movie is a mystery). You can either play through Arcade Mode 40 times with different characters or you can do Ghost Battle which will also help you towards your Tekken Lord achievement.
While in Ghost Battle you will sometimes find the next opponents in a gold bar. A gold bar guarantees customization rewards should you beat these teams. The first time you beat whatever pair was in gold you will also get a random ending movie that you didn't have before. You can actually get this achievement while doing Ghost Battle mode while going for your Tekken Lord title.