Use equipment that buffs your characters while also boosting your health and damage in order to survive and inflict massive amounts of damage. As a bonus, fighting small time enemies will become one-hit kills if you have the equipment.
Unlock the following stages by performing the corresponding tasks:
HOW TO UNLOCK
Complete Southern Woodlands.
In Abyss Gate under the Hard difficulty, defeat a man with straw hat, take his items, then exit to the world map.
Mishima Industries, Biotech Research Station Ruins stage
Go right at the first junction in Seahorse Grand Hotel, then defeat the Kangeroo and complete the stage.
Complete Azazel's Temple, Central Corridor. Alternately, play through the Campaign mode to very end. After the final fight and credits roll, a new stage will open up with the Nightmare Train. Note - The Nightmare Train is a never ending survival mode. This object is to drop items to be used on your characters in Campaign mode.
Complete 16th Archaeological Expedition's Excavation Site under the Hard difficulty.