I am assuming that you are talking about two-dimensional supersymmetry. While I haven't seen the usage (2,2)∗ -- my guess is that it refers to a theory with higher supersymmetry, say (4,4) that is broken to (2,2) by adding some terms that explicitly break it to (4.4). In other words, the spectrum of fields is that of (4,4) but the interactions are (2,2). These are special cases of (2,2) theories since not all (2,2) theories arise in this way.
Remark: Many (2,2) (resp. (4,4))) theories arise via dimensional reduction of four-dimensional N=1 (resp. N=2) supersymmetric theories.