HT Games
Jeanne
A fellow Umbra witch, Jeanne plays a lot like Bayonetta, using a combination of her four guns (one in each hand and one on each foot) and magic to attack her enemies. While the two characters are very similar, while using glide and fly attacks Jeanne sprouts butterfly wings. Unlocking Jeanne requires either earning a Platinum Trophy on all Normal difficulty levels.
Little Zero
Little Zero is a bizarre character, resembling an odd mixture of skeleton and larva, that ramps up the difficulty of "Bayonetta" by only being able to endure two hits before dying. He makes up for this by using more powerful attacks than the others. Little Zero is unlocked by beating all Alfheim locations and then finishing the Prologue. This allows access to the Lost Chapter. Once the Lost Chapter is completed, Little Zero becomes playable.
Changing Characters
In order to play "Bayonetta" as either Jeanne or Little Zero, it is necessary to restart the game without any of the weapons or skills acquired for the main character. Once the characters are unlocked, select "New Game" from the main menu. Then select the character you wish to play as: Bayonetta, Jeanne or Little Zero. The character starts the game completely new.
Phone Cheats
Extra characters can also be unlocked using a telephone cheat. During Chapter 2, Verse 3 (or later) locate the telephones in the plaza. There are two phones by the stairs and one on the opposite end of the plaza. The two phones by the stairs unlock weapons and accessories while the one on the opposite end unlocks characters. Stand in front of the characters phone and press "Up" four times, "Down" four times, "Left," "Right," "Left," "Right" and "B" or "Circle" (on Xbox and PS3 respectively) for Jeanne. Press "Up" four times, "Down" four times, "Left," "Right," "Left," "Right" and "X" or "Square" (on Xbox and PS3 respectively) to unlock Little Zero. Jeanne requires 1 million halos to access and Little Zero requires 5 million.