Completion Bonuses:
Beat the game on Easy or Normal difficulty to see the first ending and unlock the "Mission Mode," "Gallery," "Ghost List" options and the "Feel" and "Expand" camera abilities. Now, a new game can be started with the current items, maps, and camera abilities.

Hard Difficulty Setting/Costume Changes:
Beat the game on Normal difficulty to unlock the "Hard Mode" options, two alternate costumes (red/blue kimono and dark blue kimono), and glasses for Mio.

Nightmare Mode:
Beat the game on Hard difficulty to get the alternate ending and unlock the "Nightmare Mode" and "Album" options, the true ending sequence, and more alternate costumes (short kimono and Yae and Sae kimono).

More Alternate Costumes:
Beat the game on Nightmare difficulty to get the alternate ending and to unlock two more alternate costumes (leather).

New Digs for Mayu:
Beat all missions in Mission mode to unlock the maid costume and glasses for Mayu.

Additional Costumes:
Beat all missions in Mission mode with an "S" rank to unlock two more costumes.

Set-Up Info:
Beat the Ghost List to unlock set-up information.

Thanks to Revolution reader Vermathrax!