In Resident Evil 5, Sheva has two costumes that are unlockable for the primary story mode.
Sheva’s Clubbin Outfit – To unlock this outfit, simply beat the game on any difficulty.
Sheva’s Tribal Outfit – To unlock this outfit you have to beat the game on any difficulty, and collect at least 30 BSAA emblems during story mode.
Once this criteria is met, you should see them as purchasable for 0 points in the Bonus Features section. Once they are purchased, you will be able to select them in the Special Settings section.