More Payne:
Finish the game on the Detective setting to unlock the Hard Boiled, New York Minute, and Dead Man Walking modes. Finish the game on the Hard Boiled mode to unlock Dead On Arrival mode.

Alternate Ending:
Finish the game on the Dead On Arrival mode to see the alternate ending.

Start a New Game with All the Modes Unlocked:
Enter the following during gameplay:
Square, Square, Square, X, Left, Right, Left, Right, Square, Square, Square, X, Left, Right, Left, Right

Thanks to Revolution readers Didi von Teese and HUFFY!