KatanaBeat the game and start a new game from the same file. It randomly shows up on the end screen if you get it, it's in the formerly locked door inside the house on Levin St.
Chainsaw/Rock DrillBeat the game and start a new game from the same file. You need to get the gas tank from the gas station, then go to either the chain saw store (listed on map) or the room below the bridge control room, then use the gas on either the chainsaw or rock drill and take it. In Next Fear you can get one or the other, not both.
Channeling StoneBeat the game with the good+ ending (save both Cybil and Kaufman), then restart from the same save file to find this in the convenience store. It's hard to see, but it's behind the counter. Go straight in door and go behind the counter on the left. The view will change. Check the counter until you find it.
Hyper BlasterGet the alien ending by using the Channeling Stone. It will appear in your inventory when you start a new game.
Avoid Cybil fight:If you use the red liquid on one of the black baby ghosts in the amusement park, it'll act like you saved Cybil, but you'll get a weird glitchy video scene. only works on NTSC version.