New outfits:
For every character that survives to the end a new outfit will be unlocked for that
character.

Galleries:
Complete on each difficulty setting for different galleries.

Laser sighted pistol:
Complete on Normal and the first gun you pick up will be the laser pistol.

Mace:
Complete on Easy for a big stick with nails in it.

Music Videos:
Complete on each of the difficulty settings to unlock the music videos.