When you complete the game in Multiplayer mode with A rankings in ALL the missions on each of the game's difficulty settings bonus characters become unlocked. When a character has 'New' beside it they have become unlocked.

This is the hardest difficulty setting and becomes enabled when the game has been completed once. When you then start a 'New Game' Shadow Stalker mode will be an available option.

When you have completed the game once you'll be able to access ALL the Movies and BGMs that are used in the game at the 'Extra Options' selection.