The Capcom Heroes DLC (which was later re-released for free on the PS4 as Dead Rising 4: Frank's Big Package) is a playable game mode where Frank can play as characters that pay homage to other Capcom franchises. They can be unlocked as followed:

Classic Frank (Dead Rising)
Dante (Devil May Cry)
X (Mega Man X)
Ryu (Street Fighter)
Cammy (Street Fighter)
Viewtiful Joe (Viewtiful Joe)
Mecha-Zangief (Marvel Vs. Capcom)
M. Bison (Street Fighter)
Adam the Clown (Dead Rising)
Arthur (Ghosts 'n Goblins)
Bass (Mega Man)
Morrigan (Darkstalkers)
Sissel (Ghost Trick: Phantom Detective)
Zombie Frank (Frank Rising DLC)
Jill Valentine (Resident Evil 3)
Amaterasu (Okami)
Akuma (Street Fighter)

In addition, the Shadow variants are a reference to both Shadaloo experiments Shadow and Shadow Lady from the Marvel Vs. Capcom series.