Do the following achievements to enable the corresponding effect:
Shotgun: get a S rank in all the bonus training missions
Magnum for Story Mode: complete all mission + final mission in bonus game mission
Fireworks Mini Game for training: complete in 1st place in story mode's arcade mode
Chapter 2 for Mission Mode: complete story mode in Guren's Chapter
Chapter 3 for Mission Mode: complete story mode in Gunjo's Chapter
Chapter 4 for Mission Mode: completestory mode in Aoi's Chapter
Chapter 5 for Mission Mode: complete story mode in Arcade Mode
Chapter for Mission Mode: complete missions 1-5 in mission mode
Chapter 2 for Mission Mode: complete story mode in Guren's Chapter