Unlock X's Ultimate Armour:
Complete the game with ALL of X's metals and ALL 8 armour pieces.
Unlock Axl's White Armour:
Complete the game with ALL of Axl's metals and use Axl to defeat the final Boss with a double attack.
Unlock Zero's Sigma-Blade:
When you complete the game and load your cleared saved file you will be able to buy Zero's Sigma-Blade at the R&D Lab.
Alternate Ending Sequences:
The ending sequence that you get is determined by which character (Axl, X, or Zero) kills Lumine.
When you have earned 8 'S' ranks in in Trioa Base you will be able to fight Cutman before the Boss room.
Unlock Bonus Characters:
Complete the game and load your cleared saved file. Whichever navigator was used most to complete the levels will be unlocked (Alia, Palette or Layer). Alia is similar to X with an X-buster, but cannot use armour pieces, Palette is similar to Axl, but has no DNA-copy abilities and Layer is similar to Zero with a Z-saber.