Completing the game with a certain number of collected Officer Arms will unlock special wigs that you can purchase in the Customize menu. Each wig costs 50,000 BP to purchase.

Wig	How to unlock
Infinite Wig A (Unlimited Sub-Weapon ammo)	Complete the game with at least 10 Officer arms.
Infinite Wig B (Unlimited Fuel-Cell energy)	Complete the game with at least 20 Officer arms.