If you finish the game in less than three hours, your saved game will allow you to start a new game with a Rocket Launcher. It has infinite ammunition and can kill almost anything with one shot.
In the room with the Large Mirror, there’s a locked closet that you can’t get into. To get the key that unlocks that door, you must finish the game with two characters rescued. (If you are playing with Chris, you have to have Jill and Rebecca with you when you leave the Mansion. Jill has to rescue Chris and Barry.) If you do this, your saved game will allow you to start a new game with the special key. Inside the closet, you can change your characters' clothes.