Easy mode
Successfully complete missions 1, 2, or 3 while using at least one continue. At the start of the next mission, there will be an option to change the game to easy mode. Note: Once easy mode is activated you cannot return to normal mode.

Hard mode
Successfully complete the game once to unlock Hard mode.

Legendary Dark Night mode
Successfully complete Hard mode to unlock Legendary Dark Night mode.

Dante Must Die mode
Successfully complete Legendary Dark Night mode to unlock Dante Must Die mode.

Super Dante mode
Successfully complete Dante Must Die mode to unlock Super Dante mode. In this mode, you can transform into a devil, and use magic indefinitely.

All-star group photo
Successfully complete the game with an "S" rank on all missions to unlock the all-star group photo.

Unlock All-Star Group Pic
On every mission, get a rank of S.

Unlock Dante Must Die Mode
Beating the game on the Legendary Dark Knight Mode will unlock this mode.

Unlock Easy Difficulty
Easy Mode will unlock if you use an excessive amount of continues in the first few levels of the game. Basically, the more you suck, the greater your chances of unlocking the Easy Difficulty setting.

Unlock Hard Difficulty Setting
Beating the game one time will unlock this setting.

Unlock Legendary Dark Knight Mode
Beating the game on the Hard Difficulty setting will unlock this mode.

Unlock Super Dante Mode
Beating the game on the Dante Must Die Mode will unlock this mode.