These are items you can unlock by beating the game on the separate difficulties (Casual, Survival, Nightmare, Classic)

Unlockable	How to unlock
Brass Knuckles	Finish the game on Nightmare or Higher.
Classic Mode	Finish the game.
Classic Outfit	Find all 3 anima encounters and finish the game.
Drifter Outfit	Finish the game.
Infinite Ammo	Complete Classic Mode.
Magnum	Finish the game.
Professional Outfit	Finish the game.