Get custom weapon for each character
You must finish every mission in the single player story with a character. There is a weapon for every character in the game. All the weapons you unlock can be then used by the other characters as well.

Unlock Extra Weapons
You can pick up weapons that the enemies drop. All you have to do is finish the level while still holding it. When you start a new level the weapon will be in your inventory.

Tachikoma Minigame and Movie Viewer
Beat the game with any character and unlock a SpyHunter like minigame that has the Tachikoma. There's also a Movie Viewer wher you can watch all of the game's cutscenes again.

Various Dual Handguns
You must start a mission with just the handgun. Once you get to the end of the mission you'll see it in the other hand. The same gun that can be equipped at once, only needing 1 weapon slot to hold.