Devil May Cry 2

To unlock Dante's secret costume, beat the game with Dante.

To unlock Lucia's secret costume, beat the game with Lucia.

To unlock Bloody Palace, beat the game with both characters.

To unlock Lcuia/Dante Must Die Mode, You must beat Dante and Lucia's Hard Mode.

To unlock Lucia's second secret costume, beat Lucia's Hard Mode.

To unlock Trish from Devil May Cry in Devil May Cry 2, beat Dante's Hard Mode.

Beat Dante Must Die mode to unlock the Nightmare Y for Trish.

Dante and Lucia's Diesel Costume
Play the First Mission and Save. Restart your game and at the Press Start Button Screen, Press L3, R3, L1, R1, L2, R2, L3, R3. If you did it right, then you should hear a sound. Now select Load Game and you should be able to pick the Diesel Costume for whichever character you did the code for by Pressing R1 or L1 on the Load Screen.

Hard difficulty setting:
Successfully complete the game with Dante and Lucia.