Costumes
These can be unlocked depending on what mode you beat the game on.

Chris's Caucasus Outfit: Beat Operation Javier Chapter 5 on Normal mode.
Krauser's Mercenary Outfit: Beat Operation Javier Chapter 5 on Normal mode.
Leon's Agent Outfit: Beat Operation Javier Chapter 7 on Hard Mode.
Leon's R.P.D. Outfit: Beat Operation Javier Chapter 7 on Hard Mode.

Bonus Scenarios
Krauser Bonus Scenarios: Beat Operation Javier Chapter 7 in under 10 minutes

Linear Launcher
Complete every chapter on Hard Mode to unlock the Linear Launcher.

Linear Launcher: Complete the game on Hard Mode