Follow the criteria listed to unlock the corresponding features:

• Beat game on Easy/Normal: Unlock Rei List, Mission Mode, Gallery and the Feel and Expand Camera. You can also start a game with your weapons/items from the finished game.
• Beat game on Normal: Unlock Hard Mode and two bonus costumes, plus accessories.
• Beat game on Hard: Unlock Nigftmare Mode, plu Album feature. You'll also unlock more costumes and see the final ending.
• Beat game on Nightmare: Unlock two new costumes.
• Beat all missions in Mission Mode: Unlock more new costumes.