Play the Limited Collector's Edition Bonus Disc to unlock male and female Jacket & Scarf.
Unlock nightmare Mode:
Beat the game once to unlock Nightmare Mode.
When the doctor asks you to go back to your room at the start of Chapter 4, search the room across the hallway from your door to find an Xbox 360.
This requires a smartphone with the Microsoft Tag app. In Episode 4, at the top floor of the lodge, you can find a modern art painting. Capture that image and read it with Microsoft Tag.