Easy mode:
Die 3 times and then go to the Main Menu and select "Tokuten". You can now go to difficulty and switch it to easy.

Hard mode:
You must beat the game on Normal difficulty.

Kick ass mode:
You must beat the game on Hard difficulty.

Special bonuses:
You must beat the game on any difficulty to get the Onimusha 3 teaser, the Scenario Route mode, Man In Black mode, and Team Onimusha mode.

Mind Twister mode:
You must beat the game and get all paintings.

Leather outfit:
You must beat the game with the rank 'Onimusha.'