Naruto Shippuden: Ultimate Ninja Storm Legacy contains almost everything that has come out for the series since the original PS3 game. What DLC is missing appears to primarily be the random pre-order content that got created for the last couple of games. Basically, the first two titles didn't have much, if anything, in the way of DLC, while the third and fourth games did, but they were also re-released with that DLC and added content. As a result,
Ultimate Ninja Storm Legacy contains those re-released versions of the latter two games,
Ultimate Ninja Storm 3: Full Burst and
Ultimate Ninja Storm 4: Road to Boruto, so if it was in those releases, it can be found here. If you are hoping to snag one of those few pieces of DLC that you didn't get because it was a pre-order or special promo, you're still out of luck in that department.
What you do get though is the best Naruto-centric fighting game series that is out there, and you get all of it. Ultimate Ninja Storm was the followup to the PS2 game series, Naruto: Ultimate Ninja, but where that run was primarily a 2D fighter with a few different planes, Ultimate Ninja Storm became a full 3D fighting experience that took the franchise to the next level. It also introduced series staples like Awakening Mode, which allows players to transform into their more powerful states, something that it is hard to even consider a Naruto game lacking at this point. The game's story takes it from the beginning of the show through the Sasuke Retrieval Team's failure to stop Sasuke from being taken away by Orochimaru.
While the second game removed the open hub world that the first Storm title introduced, it does give the Assist Characters a bit more flexibility and autonomy as it let the player assign different roles to those characters and those roles were unlocked as you progressed in the game. This allowed for a lot more strategy in your fights and more tailoring to your specific fighting style. Ultimate Ninja Storm 2 took players from the start of the Shippuden story all the way to Naruto's confrontation with Pain when the Akatsuki invade Konoha.
Storm 3's big new mechanic was Ultimate Decision. This feature let you choose between two difficulty settings before diving into one of the game's missions. If you choose the easier mode, Hero, you would find the mission to be less challenging or more direct, but the rewards that come out of that path are fewer than if you had chosen the Legend option. It added a good risk vs. reward option to the game that let the player tweak their experience on a mission-by-mission basis. The re-released version, Full Burst is what's included in this bundle, and not only does that include most of the DLC for Ultimate Ninja Storm 3, but also an extra story chapter and a Challenge Mode.
The final and most recent Ultimate Ninja Storm title starts where Full Burst ended, in the middle of the Fourth Shinobi World War and concludes with the end of the Naruto story. Like Storm 3, the version included in Naruto Shippuden: Ultimate Ninja Storm Legacy is the re-release Road to Boruto version that includes everything including the characters from the animated movie of the same name.
Needless to say, the Legacy bundle comes with a ton of content. Not only does it cover the entire Naruto and Naruto Shippuden storyline, but it also presents a wide assortment of fights, as well as the online options that the second through fourth games made available. These are primarily fights with customizable characters against online opponents, but given the increased ability to tweak those fighters as the games progress, making and testing your fighter is a very strong aspect of this part of the games.