Level Select:
Complete the game with both characters and you can choose your level.
Play as Trish:
Complete the game with Dance Mode to unlock Trish from 'Devil May Cry'.
Bloody Palace:
Complete the game with both characters to unlock the Bloody Palace.
Dante/Lucia Must Die Mode:
Complete the game with either Dante or Lucia on Hard Mode to unlock Dante/Lucia
Must Die Mode for the respective character.
Dante's Bonus Costume:
Complete the game with Dante to unlock Dante's bonus costume.
Dante and Lucia's Diesel Costume:
Play the First Mission and Save. Restart your game and at the Press Start Button
Screen, Press L3, R3 L1 R1, L2, R2, L3, R3. If entered correcly, you'll hear a sound.
Now select Load Game and you'll be able to pick the Diesel Costume for whichever character you did the code for by pressing R1 or L1 on the load screen.
