Unlock all bonus modes, alternate clothes and gallery items:
Note: To enable cheat mode, you need a game pad. 
     Hold  Button 5 + Button 6 + Button 7 + Button 8 + D-pad Up/Left +
Left  Analog-stick  Down/Right  until "Devil May Cry" is spoken at the
starting menu to access all bonus modes, costumes and gallery items.

Unlock Vergil story mode:
     Finish the game on any difficulty level.

Unlock Easy difficulty level:
     Fail a mission on the normal difficulty level 3-5 times in a row.
You  will  see  a  message  and  you can access to the easy difficulty
level.
OR
     Finish the game on the normal difficulty level.

Unlock Hard difficulty level:
     Finish the game on the normal difficulty level.

Unlock Very hard difficulty level:
     Finish the game on the hard difficulty level.

Unlock Bloody Palace mode:
     Finish the game on any difficulty level.

Unlock Dante Must Die Mode:
     Finish the game as Dante or Vergil on hard difficulty level.

Unlock Super Dante with unlimited Devil Trigger:
     Finish  the  game  on  Dante  Must Die difficulty level to access
Super Dante.

Unlock Super Vergil with unlimited Devil Trigger:
     Finish Bloody Palace mode to access Super Vergil.

Unlock Coatless Vergil:
     Finish Vergil story mode on easy difficulty level.

Unlock Sparda Costume (Vergil):
     Finish  the  game  as Vergil on hard difficulty level to access a
new costume.

Different ending:
     Beat minimum 100 opponents as Dante during the ending credits.

Gallery items:
     Finish  the  game  on  easy  or higher difficulty level to unlock
Gallery mode. Finish the indicated task under the following difficulty
to unlock the indicated Gallery entry.

Task - Unlockable:
Finish the game on easy difficulty level - Unlock Bonus Art 1
Reach an "S" rating on all missions in Dante Must Die! - Unlock Bonus Art 10
Reach an "SS" rating on all missions in Easy mode - Unlock Bonus Art 11
Reach an "SS" rating on all missions in Normal mode - Unlock Bonus Art 12
Reach an "SS" rating on all missions in Hard mode - Unlock Bonus Art 13
Reach an "SS" rating on all missions in Very Hard mode - Unlock Bonus Art 14
Reach an "SS" rating on all missions in Dante Must Die! - Unlock Bonus Art 15
Complete the game on Normal mode - Unlock Bonus Art 2
Complete the game on Hard mode - Unlock Bonus Art 3
Complete the game on Very Hard mode - Unlock Bonus Art 4
Complete the game on Dante Must Die! - Unlock Bonus Art 5
Get an "S" rating on all missions in Easy mode - Unlock Bonus Art 6 
Get an "S" rating on all missions in Normal mode - Unlock Bonus Art 7
Get an "S" rating on all missions in Hard mode - Unlock Bonus Art 8
Get an "S" rating on all missions in Very Hard mode - Unlock Bonus Art 9
Finish the game on Easy or Normal - Concept Art, E3 Promo, Crazy Gameplay movie
Finish the game on Very Hard - Event Promotional Video, Devil May Cry 3 Demo
Finish the game on Hard - CG Art, Kazuma Kaneko's Illustrations, Motion 
Capture Video, Video Storyboard