Cinema Theater:
Beat the game on Normal to earn Cinema Theater option at the Main Menu.

New costumes:
Beat the game on Normal and start a game from the clear data you created after the credits. You will start with a key to the closet which contains 5 sets of clothing.

Clear mode:
Beat the game on Normal and start a game from the clear data you created after the credits. The difficulty is much greater.

Thanks to Revolution reader Eirhjien!