Hades level:
To unlock the Hades level, successfully complete the game.
Valeska’s weapon for light characters:
Unlock Valeska to also unlock her weapon for all light characters.
Damnation sorcery:
Unlock Valeska to also unlock Damnation for all characters.
Valeska:
To unlock Valeska, defeat Valeska in Story mode.
Tanathos:
To unlock Tanathos, successfully complete the game with all characters including Valeska.