Unlock Arcia Mode
Clear the game on Normal or higher difficulty.
Unlock Super Mode
To unlock Super difficulty, beat the game on Hard.
Unlock Alternate Stages
Clear stage 11 for alternate stages (#1 to #11). These stages replace the previous stages you've played, with new items (notably Thanatos Crest pieces) in some stages.
Unlock Hard Mode
Beat the game once to unlock Hard Mode at the difficulty menu.
Unlock Ultimate Legion
To unlock the Ultimate Legion, collect all nine of the Thanatos Chips scattered throughout the stages.
Unlock Stage Select
Clear Stage 9 (do not return) with Arcia to acquire the Map Selector item, allowing Sieg to replay cleared stages for items and experience.