Hard Difficulty
To play the game on the hardest difficulty setting available, you must beat the game once then hold L + A while New Game is selected. You will hear a sound confirming the mode.

Graphics Gallery
Finish the game on the hard difficulty. While "New Game" is selected, hold Select + L + A.

Alternate Zero Armor
Finish the game on all of the difficulty settings available (easy, normal, hard). From the main menu, press start then L or R until you get to a menu with Zero and a different colored helmet. Powered by Coranto