EX-skills and forms
These can be unlocked by meeting specific requirements. They are described in detail in the EX-skills and Forms pages.
Hard mode
This is unlocked after clearing the game once. In Hard Mode, Zero's weapons cannot be upgraded, therefore chips can only be used with the Shield Boomerang. Moreover, Zero cannot obtain EX-skills and Form. Any more bad news? Yes: the only form available in this mode is not the Normal one, but the Proto Form, that has low defense, i.e. Zero suffers double damage. This means that most bosses can defeat Zero in just two hits, unless he uses Cyber-Elves and/or Sub-Tanks. Anyway, since EX-skills are not available, there is no serious drawback for getting low mission score.
After clearing Hard Mode
There is a prize if you clear Hard Mode. As the screen will tell you, save your game, then press L and Select when starting a new game to unlock this new secret. This is all we'll write about it here to avoid further spoilers.