Insane mode - Successfully complete the game on any difficulty to unlock the Insane difficulty. This mode features no blocking cues and the bonus CTS costume collectible.

Alternate costumes - Successfully complete the indicated task to unlock the corresponding costume:

Cardboard Tube Samurai: Open all four special chests in Insane mode.
Murder Safari Jungle: Defeat Dr. Wolfington in the Cloying Odor Asylum.
Silent One Mime: Have a saved game file from Penny Arcade Adventures: On The Rain-Slick Precipice Of Darkness - Episode One.

Concept art locations - Search one of the following locations to find the corresponding concept art:

Concept Art #1: The telescope in Anne-Claire's room
Concept Art #2: The machinery at the far right side in Anne-Claire's room
Concept Art #3: Sanitarium, the fountain at the entrance
Concept Art #4: Sanitarium, at the clipboards on the left wall in the room connecting the main ward with the dungeons
Concept Art #5: Sanitarium Dungeon, the door to cell A-3
Concept Art #6: Riverbrook Park Estates, pile of rubble behind vendor stand
Concept Art #7: Riverbrook Park Estates, the Gold Fountain
Concept Art #8: Riverbrook Park Estates, the Gold Plaque on the wall of the building in the lower-right section of the map (at the screen with the gate to the apartments)
Concept Art #9: Symposium, on the table in between the left set of pictures in the first room
Concept Art #10: Conveyalator, the lemonade stand to the left of the entrance that is to the left of the big red button
Concept Art #11: The nut cart near the drawbridge lever
Concept Art #12: The big green statue-like object behind the FF Prime

Music locations - Search one of the following locations to find the corresponding music:

Music #1: Anne-Claire's bookshelf
Music #2 (Jasper, Bring The Car Around): The piano in the lobby of the apartments where you first meet Charles. Note: Collect it before defeating Charles.
Music #3 (Some Things Man Was Not Meant To Know): Defeat the final Boss.
Music #4 (A Madman And His Violin): Left-hand drawer on the back wall in the same room as Concept Art #4
Music #5 (The Eight-Bit Precipice Of Darkness): The lemonade cart as soon as you enter the panel with the FF Prime

Accomplish the indicated achievement to get the corresponding number of Gamerscore points:

Millionaire (15 points): Collect one million dollars in cash.
Moving On Up (15 points): Collect the Wealthy key.
Arsonist (15 points): Burn down the Riverbrook Apartments.
Endgame (15 points): Collect a ticket for the World's Fair.
Can't Nobody Hold You Down (15 points): Defeat the final boss of the game.
Steel Cannibal (20 points): Spend robot parts to upgrade all weapons.
Lab Assistant (15 points): Complete Dr. Stripe's and Dr. Whimple's missions.
Reluctant Hero (5 points): At the beginning of the episode, refuse to join Gabe and Tycho 5 times.
The Strength To Rule (20 points): Kill enough enemies to earn the XP needed for all party members to reach Level 30.
POWER SURRRGE! (25 points): Block enemy attacks and get one party member's hit counter up to 40.
Pack Rat Strikes Back (25 points): Only use items to win a fight. No attacks or counter attacks allowed.

Additionally, there is one secret achievement:

Pervert (15 points): Inspect a pair of withered binoceros testicles with genuine enthusiasm.