Bloodstained: Curse of the Moon 2

Episode 2:
Successfully complete Episode 1 to unlock Episode 2.

Episode EX:
Successfully complete Episode 2 without the Zanmatou to unlock Episode EX.

Final Episode:
Successfully complete Episode 2 with the Zanmatou or complete Episode EX to unlock the Final Episode.

Zangetsu form:
Successfully complete the Final Episode to unlock the Zangetsu as a selectable form.