When you complete the following tasks the corresponding bonus feature will become available an available option.

Unlock Ninja Tabi '08:
Complete Story mode.

Unlock Devil's Mask:
Get ALL 20 mask pieces in Shadow mode.

Unlock Izayoi (Rikimaru's Unbreakable Sword):
Get ALL of the map pieces in stages 1 through 5, and 10.

Unlock Onibi (Ayame's Unbreakable Sword):
Get ALL of the map pieces in stages 6 through 9.

Unlock Concept Art Gallery:
Complete 10 Assignments

Unlock Sound and Music:
Complete 20 Assignments

Unlock Ancient Hissatsu Techniques:
Complete 30 Assignments

Unlock Memories (Video Gallery):
Complete 40 Assignments

Unlock Colored Rice:
Complete 50 Assignments

At the 'Title' screen hold the 'C' and 'Z' buttons and enter the following codes in under 3 seconds to activate the corresponding effect.

Unlock ALL Missions/Assignments:
Press Left, Left, Left, Left, Right, Right, Right, Right, 1, 2.

Get ALL Normal Items:
Press Up, Left, Down, Right, Up, Left, Down, Right, Right, 1, 2.

Get ALL Secret Items:
Press Up, Right, Down, Left, Up, Right, Down, Left, Left, 1, 2.

Get Full Sword Gauge:
Press Up, Down, Up, Down, Left, Right, Left, Right, Right, 1, 2.

Max Items:
Press Down, Up, Down, Up, Right, Left, Right, Left, Left, 1, 2.