Time to drag the skeletons out of the closet.
Finish the game on Normal or Hard to get a Key that unlocks the closet in the room with the Hunting Gun on the train.
Completing the game on any difficulty level nets you the "Leech Hunter" mini-hell err uh Mini-Game. The Leech Hunter nets you even more rewards you can use on a second playthrough on the same file. Check the Leech Hunter section for more details.
Complete the game on Normal with an A ranking to get the Submachine Gun. Complete the game with an S ranking to get the Rocket Launcher. To get higher rankings finish the game quickly, heal less and don't save.