Hard Difficulty
Beat the game once to unlock Super Zunoha Raidou mode, which is hard difficulty.
New Game Plus.
Complete the Game and create a clear game save file to unlock the following new game plus features. Your character's level will return to Level 1.

Unlockable --> How to Unlock
Loyalty carries over. --> New game plus reward.
Hard Mode Available. --> Optional New game plus feature.
Title carries over. --> New game plus reward.
Infinite normal ammunition. --> A special gun clip will be added to your inventory.
Shop Rank carries over. --> New game plus reward.
Confinement tanks carry over. --> New game plus reward.
A new side quest becomes available. --> Collect uniform pieces durring the course of a new game plus for a character ...

Training Hall
Examine the washbasin in Nameless Shrine to enter the Training Hall.
Unlockable --> How to Unlock
1st Floor --> Clear Episode 2.
2nd Floor --> Clear Episode 2.
3rd Floor --> Clear Episode 3.
4th Floor --> Clear Episode 4.
5th Floor --> Clear Episode 5.
6th Floor --> Clear Episode 7.
8th Floor --> Clear Episode 9.
9th Floor --> Clear Episode 10.
Bottom Floor --> In Episode 12, save at the last save point to unlock this.