The "Special Feature" menu can be reached by selecting the special feature option from the main menu.  Here you can view everything that you have unlocked in the game.  

Artwork
Artwork is unlocked by completing certain chapters within the game.  Completing the game in its entirety will unlock all of the artwork.  There are three separate categories of artwork to unlock which are, Characters, Environments, and Storyboards. 

Soundtrack
Soundtracks are unlocked by completing certain chapters within the game.  Completing the game in its entirety will unlock all of the soundtracks.  There is a total of 16 soundtracks to unlock.

Difficulty
The default difficulty is set at "Normal".  · The "Hard" difficulty is unlocked by finishing the game on "Normal" difficulty.

Character Costumes
Two additional costumes can be unlocked by finishing the game on the "Normal" difficulty.  · To change costumes, simply scroll down to the costume you wish to play with and press the X button to select it.  Return to the main menu and start a new game or pick a particular chapter for the costume to take affect

Bonus Videos
There are two additional videos that can be unlocked by beating the game on the "Normal" difficulty.