Unlock Alternate Ending A
You must complete the whole game to unlock ending A.
Unlock Alternate Ending B
Using the same file, complete the game a second time (it's different than ending A).
Unlock Alternate Ending C
First you must get ending A and B, and then get all 30 weapons, beat the final boss, and then choose the top choice.
Unlock Alternate Ending D
It's the same as ending C, but then you must select the bottom choice - but watch out, this will DELETE your save data - your game will be GONE... So, only choose this one when you're done with that save file.