Successfully complete the indicated task to unlock the corresponding concept art at the "Extras" menu:

Creature Concepts: Collect all treasures.
Environment Concept Art for Arctic Sea and Amelia Concepts: Successfully complete Arctic Sea Expedition.
Environment Concept Art for Coastal Thailand and Alister Concepts: Successfully complete Coastal Thailand Expedition.
Environment Concept Art for Croft Manor and Doppelganger Concepts: Successfully complete Croft Manor Expedition.
Environment Concept Art for Med Sea and Amanda Concepts: Successfully complete Mediterranean Sea Expedition.
Environment Concept Art for Mexico and All Men Concepts: Successfully complete Southern Mexico Expedition.
Environment Concept Art for Ship and Natla Concepts: Successfully complete Andaman Sea Expedition.
Environment Concept Art for Jan Mayen Island, Gear, and Artifacts Concepts: Successfully complete Jan Mayen Island Expedition.
Game Flow Storyboards: Successfully complete the game on the Master Survivalist difficulty.
Lara Concepts: Collect all six Relics.
Zip and Winston Concepts: Successfully complete the Prologue.