It was a duel against Bakura, Yugi turned into Celtic guardian. That's about all I remember
Actually it was Yugi as the black magician, Jounochi (Joey) as the flame swordsman, Honda (Tristan) as the cyber commander, Anzu (Tea) as the magician of faith, and Bakura as the change of heart.
Oh, and don't forget The Big 5 duelling as monsters, Yami Marik melding in with the Winged Dragon of Ra, Pharoah Yugi melding with Priest Seto to form the swordsman, and Capsule Monsters, where they melded into armor of their signature monster. Also, they do so in YuGiOh GX, in the Virtual World of Sartorius' sister.