They're called "Cobra".
"The End" is an old man with a shaved head, a white beard, and a parrot on his shoulder.
"The Pain" wears a yellow and black striped uniform and has a backpack of the same colors.
"The Fury" wears a dark space suit. You can't see his face.
"The Fear" kinda looks like Spider-Man, and apparently uses a bowgun.
"The Sorrow" has glasses. Some blood is flowing from one of his eyes.
thanks to the guys at Gamefaqs