Unlock Mission mode: just complete the game to unlock this mode.
To unlock, Extra Hard mode, beat the game on the Normal or Hard difficulty setting to unlock the Extra Hard difficulty setting.
To unlock Extra Hard + mode, finish the game on the Extra Hard difficulty setting to unlock the Extra Hard + difficulty setting.
To unlock Alternate Ending sequence, you have to complete the game with all three G Reports.
Now try to skip intermission sequences! All you have to do is to press Start, X while an intermission sequence, thus you will make the sequence end.