At the main menu, hold L1 + L2 + R1 + R2 + D-pad Up/Left + Left Analog-stick Down/Right to unlock all bonus modes, alternate costumes, and gallery entries.

Dante Must Die and Vergil Must Die modes  -  Successfully complete the game with Dante or Vergil on the Very Hard difficulty setting to unlock the Must Die difficulty setting for that character.

Bloody Palace mode  -  Have a saved game file from Devil May Cry 3: Dante's Awakening on your memory card to unlock Bloody Palace mode. Alternately, successfully complete the game on any difficulty setting.

Easy mode  -  Intentionally fail a mission on the Normal difficulty setting three to five times. A message will appear, stating that you have unlocked the Easy difficulty level. Alternately, successfully complete the game on the Normal difficulty setting.

Hard mode  -  Successfully complete the game on the Normal difficulty setting to unlock the Hard difficulty setting.
Vergil Story mode  -  Have a saved game file from Devil May Cry 3: Dante's Awakening on your memory card to unlock Vergil Story mode. Alternately, successfully complete the game on any difficulty setting.

Very Hard mode  -  Successfully complete the game on the Hard difficulty setting to unlock the Very Hard difficulty setting.

Super Dante  -  Successfully complete the game on the Dante Must Die difficulty setting to unlock Super Dante. He has an unlimited Devil Trigger.

Super Vergil  -  Successfully complete Bloody Palace mode to unlock Super Vergil. He has an unlimited Devil Trigger.

Coatless Vergil  -  Successfully complete Vergil Story mode on the Easy difficulty setting to unlock Coatless Vergil.

Corrupt Vergil  -  Successfully complete Vergil Story mode on the Hard difficulty setting to unlock Corrupt Vergil.

Super Corrupt Vergil  -  Successfully complete Vergil Story mode on the Vergil Must Die difficulty setting to unlock Super Corrupt Vergil.

Clear Bonus Art  -  Successfully complete Vergil Story mode on any difficulty setting to unlock the Clear Bonus Art.

Prologue Vergil 1 & 2  -  Successfully complete Vergil Story mode on any difficulty setting to unlock the Prologue Vergil 1 & 2.

Alternate ending sequence  -  During the ending credits, kill at least 100 opponents with Dante.

Continue where you last left off  -  Select "Gold" before you start a new game.

Gallery items  -  Successfully complete the game on Easy mode or higher to unlock Gallery mode. Successfully complete the indicated task to unlock the corresponding item in the Gallery:

Bonus Art 1: Successfully complete the game on Easy mode.
Bonus Art 2: Successfully complete the game on Normal mode.
Bonus Art 3: Successfully complete the game on Hard mode.
Bonus Art 4: Successfully complete the game on Very Hard mode.
Bonus Art 5: Successfully complete the game on Dante Must Die mode.
Bonus Art 6: Get an "S" rank on all missions on Easy mode.
Bonus Art 7: Get an "S" rank on all missions on Normal mode.
Bonus Art 8: Get an "S" rank on all missions on Hard mode.
Bonus Art 9: Get an "S" rank on all missions on Very Hard mode.
Bonus Art 10: Get an "S" rank on all missions on Dante Must Die mode.
Bonus Art 11: Get an "SS" rank on all missions on Easy mode.
Bonus Art 12: Get an "SS" rank on all missions on Normal mode.
Bonus Art 13: Get an "SS" rank on all missions on Hard mode.
Bonus Art 14: Get an "SS" rank on all missions on Very Hard mode.
Bonus Art 15: Get an "SS" rank on all missions on Dante Must Die mode.
Concept Art, Crazy Gameplay Video, E3 Promotional Video: Successfully complete the game on Easy or Normal mode.
Event Promotional Video, Devil May Cry 3 Original Demo: Successfully complete the game on Very Hard mode.
Hi-Res CG Art, Kazuma Kaneko's Illustrations, Motion Capture Video, Video Storyboard: Successfully complete the game on Hard mode.

Mission number references  -  During the introduction sequences to every mission, a number that corresponds to that mission can be found:

Mission 1: A big "1" on the pizza box.
Mission 2: A "2" on a billboard near the outside of Dante's shop.
Mission 3: Three enemies are burned by Lady's motorcycle and fall to make a "3".
Mission 4: There is a banner near where Vergil and Arkham are standing in the shape of a "4".
Mission 5: A bloodgoyle gets hit into a wall. The blood remaining on the wall is in the shape of a "5".
Mission 6: Lady blasts a rocket into the ground and the mark on the ground forms a "6".
Mission 7: After Lady shoots Dante in the head, he smears the blood on the wall. The blood runs into the shape of a "7".
Mission 8: When Dante gets up, goes near the pillar, and is about to jump off, you can see a faint shape of an "8" in the moon behind him.
Mission 9: One of Lady's spent shells falls on the ground. A "9" is on the bottom of the bullet.
Mission 10: When Vergil stabs Arkham the blood spatters Arkham's book in the form of a "10".
Mission 11: When Arkham disappears from where he was stabbed, the smeared blood leaves an "11" behind.
Mission 12: After Dante grabs the Haywire Neo-Generator, Jester escapes on something shaped like a "12".
Mission 13: Immediately after Vergil cuts his hand to make a sacrifice, the camera angle changes. While the angle is turning you can see a "13" carved into a pillar.
Mission 14: At the end of the intermission sequence, it shows an angle aiming down into the pit where Vergil fell. On the wall of the crevice is a carved "14".
Mission 15: Awhile after the intermission sequence starts, the camera will face a door with three symbols on it. Just to the right of it is a dried up plant. The branches are shaped into the number "15".
Mission 16: A little while after Dante starts changing between normal and demon forms he will take out his guns and shoot them at the same time. If you can spot it, the flash of the two gunshots makes "16". You must watch extremely carefully.
Mission 17: After Arkham pulls the force edge from the stone, the rocks shift around. In the bottom left of the screen will be two rock pillars next to each other; they form a "17".
Mission 18: As Dante is rising up the portal to the demon world, a single newspaper flies around the bottom right corner of the screen with an "18" on it.
Mission 19: The camera will start to turn at the beginning of the intermission sequence. As it is turning, there is a bookshelf. There is an area with books missing in the shape of a "19".
Mission 20: After Lady shoots her father and starts crying in the background, the mist forms the number "20".

Dante's shadow  -  When playing with Dante's last costume (Super Sparda), look at his shadow on the ground without Devil Trigger on. It should resemble Dante's DT form even though it is a different character.

Mundus reference  -  Successfully complete the game and get the Vergil ending, where he falls down in the pool of blood. There will be three round and red electric orbs that he says he could defeat if his father did it. This is most likely Mundus, the last Boss from the first game, because Vergil obviously loses and succumbs to Mundus' power.