Unlock Bonus Costumes: Beat the game on any difficulty to unlock Dante's first costume, and beat it on Dante Must Die Mode to unlock his second.
Beat the game on any difficulty to unlock Lucia's first costume, and beat it on Hard Mode (with Lucia) to unlock her second. Beat the game on Lucia Must Die Mode to unlock the third costume.
 

Mission Select: To unlock mission select, beat the game once with either Lucia or Dante.