Finish the game under any difficulty. Save the game after the credits complete to unlock the "Brand New Fear" option .
Alternate Eileen costume:
Start a game in "Brand New Fear" mode. Continue until the "Outside of Room 302" part of the game. Enter Room 303 and search it for Eileen's nurse costume. Collect it and complete the game. When you start a new game, you can now have Eileen dressed as a nurse.
Alternate Cynthia costume:
Unlock all four endings and Eileen's alternate costume on a single game save. Start a new game and select Eileen's nurse costume. Cynthia will wear her alternate costume.
Finish the game with a rank of 10 big stars.