Defeat all the Bosses in one game session on any difficulty setting to unlock Coliseum mode. You must fight all thirty Bosses consecutively in Coliseum mode.
Successfully complete the game and save when prompted. Select the "Load" option at the title screen and choose your previously completed file. You will begin the new game with all status bonuses from your first game. Additionally, press L1 + R1 at the katakana selection screen to use katakana in both hands.
Successfully complete the game on the hard difficulty setting to unlock Nightmare mode.
Successfully complete the game on the normal difficulty setting to unlock Survival mode.