The following bonuses are unlocked if the indicated task is done before the game is successfull completed.

Card illustrations Have the Revelations of Pantheon from level BF47.
Character illustrations Have the Hand mirror of Utsmi from level BF18.

Item picture book Have the item book from level BF39.

Sound mode Have the old music box from level BF28.

Yggdra game records Have the Lithography of Mesara from level BF44.

Bonus characters - Complete the indicated task to recruit the corresponding fighter.

Cruz Rescue Cruz in the level BF23.5 bonus level.

Durant Stand next to him in level BF3 to rescue him.

Elena Recruited at the start of level BF27.

Nietzsche Move down two squares from Durant's location in level BF6 to unlock the hidden map. Then enter the town located three squares to the right to recruit Nietzsche equipped with the Coral Spear. Note: If you already completed level BF Nietzsche will still join you but will not have the Coral Spear.

Rosary Defeat Roswell in level BF10. Rosary will join you in level BF11B.
Roswell Defeat Rosary in level BF10. Roswell will join you in level BF11A.
Russell Defeat Aegina and complete level BF20. Then, rescue Russell in level BF21.