Keep the Original Blue Ninja Costume:
Highlight "New Game," then hit Left Trigger + Right Trigger and press A button.
Ninja Gaiden 1:
Collect 50 scarabs and give them to Maramusa.
Ninja Gaiden 2:
Obtain Ninja Gaiden 1, then shoot the clock face in Tairon near Muramasa's shop.
Ninja Gaiden 3:
Go to the ceremonial room in the Aquaducts, triangle jump back up to where you got the golden scarab on the top of the broken pillar.
Play Ninja Gaiden 1 from the main menu:
Beat the game with Ninja Gaiden 1 in your inventory.
Play Ninja Gaiden 2 from the main menu:
Beat the game with Ninja Gaiden 2 in your inventory.
Play Ninja Gaiden 3 from the main menu:
Beat the game with Ninja Gaiden 3 in your inventory.
Ninja of the Future outfit:
Complete the game on normal or hard difficulty, then hold L and begin a new game.
Plasma Saber:
Complete the game on normal difficulty.
Very Hard difficulty:
Complete the game on normal or hard difficulty.
Movie Gallery:
Complete the game on normal or hard difficulty.
Plasma Saber Mk 2:
Complete the game on Very Hard difficulty.
Unlock all Music in Sound Test:
Finish the game once on Normal / Hard.
Evil Ryu:
Beat the game on the Very Hard difficulty.
Dark Dragon Blade:
Beat the game on any difficulty. Play again and visit Muramasa's shop in chapter 13.