Completion Bonuses:
Beating the game unlocks the event viewer and mission mode. Shoot or break memory capsules in mission mode to unlock character art, soundtracks, and more missions.
Alternate ending:
Collect all three G reports.
Extra hard difficulty:
Beat the game on normal or hard difficulty
Extra hard + difficulty:
Beat the game on Extra Hard difficulty.
Get up faster:
If you get knocked down, wail on Square to get up faster.