God Hand is not about the hand of god as some of us thought in the beginning. It's all about kicking ass and taking names with focus on martial art and waves of stupid enemies. We like stupid enemies mostly because they always come in great numbers, just like in real life, giving us the opportunity of killing them in a huge number of ways and provoking completely unnecessary pain. If we skip some of the annoying parts of the game, we'll find a successful beat-up with tons of combos and unlockables hidden underneath. These are some of those secret features:

Unlockables
Hard Mode Beat the game on Normal Mode once
Fighting Ring Battle 41-50 Beat the game once
Fighting Ring Battle 51 Clear Fighting Ring Battle 41-50
Chihuahua Race Clear Stage 2, then talk to the male NPC in the shop to play it
Fighting Ring challenges Clear Stage 1

Costumes
Start from second round, there's an extra NPC in the shop, talk to him to change the costumes.
Karate Beat the game once.
Carnival Beat the game once.
Devil Hand Beat the game once.
Olivia's Bunny Girl Beat the game once.

Jukebox CDs
These are the ways to unlock the Jukebox CDs.
Jukebox A Complete the game in any difficulty once and it will appear at the shop.
Jukebox B Go to the casino for jackpot pulls, get a ticket to redeem the Jukebox cd.
Jukebox C Complete the game on Hard Mode to unlock it.
Jukebox D Complete the game on (any difficulty) with the "Kick Me" sign on the entire game without using any GodHand Reels or Godhand Power.