In Bayonetta for PS3 and Xbox 360, there are two unlockable characters you can play with by doing certain things.
To unlock Jeanne, you’ll need to beat Normal difficulty or higher getting Platinum Medals on every level.
To unlock Little Zero, you’ll need to beat the Lost Chapter. To unlock the Lost Chapter, beat all Alfheims then go back and finish the Prologue and you’ll unlock the Lost Chapter.
