Here's the list of unlockables, get them after you make several achievements!
Bonus Art:
#1: Get an "S" rank on all missions in Dante Must Die!
#2: Beat the game on Normal
#3: Beat the game on Hard
#4: Beat the game on Very Hard
#5: Beat the game on Dante Must Die!
#6: Beat an "S" rank on all missions in Easy
#7: Beat an "S" rank on all missions in Normal
#8: Beat an "S" rank on all missions in Hard
#9: Beat an "S" rank on all missions in Very Hard
#10: Get an "S" rank on all missions in Dante Must Die!
#11: Get an "SS" rank on all missions in Easy
#12: Get an "SS" rank on all missions in Normal
#13: Get an "SS" rank on all missions in Hard
#14: Get an "SS" rank on all missions in Very Hard
#15: Get an "SS" rank on all missions in Dante Must Die!
Level difficulty:
Easy: Beat the game under the normal difficulty setting
Hard: Beat the game under the normal difficulty setting
Very hard: Beat the game under the hard difficulty setting
Dante Must Die: Beat the game as Dante or Vergil under the hard difficulty setting