Go into the Extras menu and check the Gauge section to see which ones you need and the unlock requirements.
To unlock them all i suggest:
Normal Play with atleast 10S Ranks and A for the rest
(The easiest S Rank levels are 1, 3-5, 8-11, 13, 14, 16 and both 18's)
Easy Play with Mortal Gauge.
Easy Play with Blind Master Gauge.
You change difficulty in Options and you must complete the game 3 times. Use the Back button to skip scenes.
Avenger - Default Gauge
Defender - 3 A Ranks in Part I: Suffering any difficulty
Destructor - 3 A Ranks in Part II: Rebirth any difficulty
Thermoregulator - 3 A Ranks in Part III: Karma any difficulty
Survivor - 10 A Ranks in 10 Episodes any difficulty
Blind Master - All A Ranks on any Difficulty
Mortal - 10 S Ranks on any episodes on any difficulty
Obliterator - Beat the game using the Mortal Gauge
Augur - Beat the game using the Blind Master Gauge