At the main menu, hold R1 + R2 + L1 + L2 + (D-pad Up/Left) + (Left Analog-stick Down/Right). This unlocks all modes, costumes, and gallery pieces.
Play as Vergil:
To use Vergil in Story mode, have a saved game from Devil May Cry 3: Dante's Awakening on your card, or beat the game under any difficulty.
Bloody Palace mode:
Have a saved game from Devil May Cry 3: Dante's Awakening on your card, or beat the game under any difficulty.
Very hard difficulty:
Fail a mission under hard difficulty.
Dante must Die difficulty:
Beat Hard difficulty.
Beat the game under Dante Must Die difficulty to unlock Super Dante. He's got unlimited Devil Trigger.
Beat the game under Bloody Palace mode to unlock Super Vergil. He's got unlimited Devil Trigger, too.
Kill at least 100 enemies during the ending credits.
Thanks to Revolution readers -eddi-, Enferno, BERN, and Hlifta!