Castlevania: Circle of the Moon
Fighter
Mode
Beat Magician Mode (see above), then begin a new game with GRADIUS as your name.
Magician
Mode
Beat the game, then begin a new one with FIREBALL as your name.
Shooter Mode
Beat Fighter Mode (see above), then begin a new game with CROSSBOW as your name.
Thief Mode
Beat Shooter Mode (see above), then begin a new game with DAGGER as your name.