You can unlock Double to play with in Arcade and Story mode in Skullgirls on the PS3 and Xbox 360.
To unlock Double in Arcade and Story mode, you just need to complete Story mode with Valentine.
In order to unlock Valentine, you’ll need to complete Story mode with all of the default characters first.
Check out my other guide for all of the unlockable characters in Skullgirls for the PS3 and Xbox 360.