To unlock the Hard difficulty, finish the game on normal.
To unlock a Gray in multiplayer, finish the game on Hard.
Area 51 Arcade Game
When you’re on the Hot Zone mission, at the beginning of the level, hidden in a corner is the original AREA 51 Arcade game, complete with the red and blue laser-light guns.
Sharks with Machine Guns for Heads
In The Grays, in the fourth room of the level – where you can see the monorail you entered the level from, push the computer console and it will say ‘Lifter Activated’. Go back to the outside of the monorail that you entered the level in, and stand on it. Run all the way to the back, and you’ll be warped into a room with sharks that have machine guns attached to their head.
When you’re about to fall from a high place, crouch and you’ll reduce the damage you take on impact.
Look for a dead soldier in the elevator during the Life or Death stage. He has a key which can be used to open a small locker in the first power conduit pit. It contains a databank item that upgrades the alien grenade to track it's target.
To unlock the secret of each level, find and scan all databank items (5) in that level. The game’s final secret is unlocked when all the other secrets have been found.
I found all of this info as i was playing the game. i had to play each level a couple of times to find all the data bank items. and secret tapes. It may not be much but if follow each step to the letter then its much more worth it.