Unlocking Very Easy Mode:
Hold down the back button while you're on the title screen. When you hear a chime the 'Very Easy' mode is activated.

Unlocking Colosseum Mode:
If you want to unlock Colosseum Mode, just beat the game once and it will be available.

Unlocking All Endings:

To unlock the...	...you have to:
Bad Cheater Ending	Reach Law status on the karma scale, then select these answers in the final nightmare: Any, Yes, Yes, Right.
Bad Lovers Ending	Reach Chaos status on the karma scale, then select these answers in the final nightmare: Any, Yes, Yes, Left.
Good Cheater Ending	Reach Chaos status on the karma scale, then select these answers in the final nightmare: Any, Yes, Yes, Right.
Good Freedom Ending	Reach Law or Chaos status on the karma scale, then select these answers in the final nightmare: Any, No, No, Left.
Good Lovers Ending	Reach Law status on the karma scale, then select these answers in the final nightmare: Any, Yes, Yes, Left.
True Cheater Ending	Reach Maximum Chaos status on the karma scale, then select these answers in the final nightmare: Any, No, Yes, Left.
True Freedom Ending	Reach Neutral status on the karma scale, then select these answers in the final nightmare: Any, No, No, Left.
True Lovers Ending	Reach Maximum Law status on the karma scale, then select these answers in the final nightmare: Any, Yes, No, Left.

Unlockable Juicebox songs:

To unlock the song...	...you have to:
A Way of Life - Persona 3 Portable	Send 20 text messages
Alone - Persona 4	Continue to stay in the bar after everyone leaves
Amaravati - DDS Avatar Tuner 2	Use a spring block 3 consecutive times
An Die Freude - Catherine	View all endings
Backside Of The TV - Persona 4	Earn 3 Gold Prizes on Normal/Hard
Battle for Survival - DDS Avatar Tuner 2	Clear the Obelisk bonus stage in Babel
Blind Alley - Persona 3 FES	Get the True Catherine ending
Brand New Days: The Beginning - Persona 3 FES	Get the Bad Catherine ending
Burn My Dread - Persona 3	Earn all Gold Prizes on Normal/Hard
Configuration - DDS Avatar Tuner	Solve Daniel's problem
Good Morning, New Day - Catherine	Clear Stage 9
Heartful Cry - Persona 3 FES	Clear the Axis Mundi bonus stage in Babel
Heaven - Persona 4	Unlock everything
Hunting - DDS Avatar Tuner	Earn 5 Gold Prizes on Normal/Hard
Inherent Will - DDS Avatar Tuner 2	Hear all the trivia about Whiskey
It's a Golden Show - Catherine	Clear Stage 1
Iwatodai Dorm - Persona 3	Get the Good Katherine ending
Jouji Washington - Catherine	Clear Stage 7
Lost Lamb - Catherine	Clear Stage 2
Mad Mart - DDS Avatar Tuner 2	Detonate 15 blocks at once
Mass Destruction - Persona 3	Clear the Menhir bonus stage in Babel
Memories of the City - Persona 3	Solve Todd's problem
Muladhara - DDS Avatar Tuner	Hear all the trivia about Beer
Om Mani Padme Hm - DDS Avatar Tuner 2	Solve Justin's problem
On the Lamb, Between Male and Female - Catherine	Clear Stage 8
Paulownian Mall - Persona 3	Move a solid block 10 consecutive times
Persona 3 FES theme song - Persona 3 FES	Solve everyone's problem
Play - Shin Megami Tensei: NOCTURNE	Get the Good Catherine ending
Pursuing My True Self - Persona 4	Earn all Gold Prizes on Hard
Rapunzel - Catherine	Clear 64 stages in Rapunzel
River of Samsara - DDS Avatar Tuner	Get the True Freedom ending
Sheep Pinnacle - Catherine	Clear Stage 6
Shepherd's Funeral March - Catherine	Clear Stage 5
Signs of Love - Persona 4	Get the Good Freedom ending
SMILE - Persona 4	Get the True Katherine ending
Soul Phrase - Persona 3 Portable	Solve Archie's problem
Staff Credits - Shin Megami Tensei: NOCTURNE	Move 5 blocks at once
Stalked In The Dark - Catherine	Get the Bad Katherine ending
Sun - Persona 3 Portable	Clear the Altar bonus stage in Babel
Svadhisthana - DDS Avatar Tuner	Solve Morgan's problem
The Melancholy of R30 - Catherine	Clear Stage 3
This Strange Feeling - Persona 3	Hear all the trivia about Cocktail
Thus Spoke Brooks - Catherine	Clear Stage 4
Title Loop 2 - Shin Megami Tensei: NOCTURNE	Discover the hidden Rapunzel
Trisha - Catherine	Earn 1 Gold Prize on Normal/Hard
Wiping All Out - Persona 3 Portable	Beat the game
World Map - Shin Megami Tensei: NOCTURNE	Hear all the trivia about Sake
World Map ~Real World~ - Shin Megami Tensei: NOCTURNE	Slide an ice block 5 spaces
YO - Catherine	Change a song in the jukebox
Your Affection - Persona 4	Discover the truth about Rapunzel