Bloodstained: Curse Of The Moon 2 Episode 2
Successfully complete Episode 1 to unlock Episode 2.
Episode EX
Successfully complete Episode 2 without the Zanmatou to unlock Episode EX.
Final Episode
Successfully complete Episode 2 with the Zanmatou or complete Episode EX to unlock the Final Episode.
Zangetsu form
Successfully complete the Final Episode to unlock the Zangetsu as a selectable form.
The image featured at the top of this post is ©Square Enix.