Not a Hero
Professional difficulty: Finish the DLC on any difficulty.
Thor's Hammer Sight B Shotgun (more firepower but less accuracy): Finish the DLC on any difficulty.
Fast Walk: Collect all Antique Coins.
Easy Deflect: Finish the game in less than an hour.
Infinite Ammo: Finish the DLC on Professional.
End of Zoe
Joe Must Die difficulty: Finish the DLC on any difficulty.
Shotgun M-21: Finish the DLC on any difficulty.
AM78-a gloves for left hand (stronger left hand punches): Finish the DLC on Normal.
AM78-a gloves for both hands: Finish the DLC on Joe Must Die.
Extreme Challenges (a time limit appears in certain areas and you must pass through these areas before the time limit runs out): Finish the DLC on Normal and start a new game again on Normal.
Spirit Blade (a blade infused with its owner's spirit that gradually restores your health with every strike): Complete all Extreme Challenges.
Extreme+ Challenges (a more difficult version of Extreme Challenges): Finish the DLC on Joe Must Die and start a new game again on Joe Must Die.