Rengoku 2: The Stairway to H.E.A.V.E.N. - PSP

H.E.A.V.E.N.-A, -B and -C:
After beating Gryphus on level 8, go back to the Primordium (level 0) and enter the door behind you after the intermission sequence.

Highest H.E.A.V.E.N. floor:
Beat all 99 H.E.A.V.E.N. levels.