New weapon and place can be unlocked by Complete the level of story mode.

Unlockable	How to unlock
Beowulf's Hammer	Defeat Beowulf.
Spear of Achilles	Defeat Achilles at level "Ruins Of Hero".
The Blades of Athena	Complete Level "Spartan Welcome".
The Medusa Shield	Defeat Crassus at level "The Last Stand".
Unlocking Challange Mode Places	Complete Story Mode.