I want clarify a few things just for safety that MetalGamer2 said because there were a few details he was missing.
First thing is Infinite Ammo is unlocked by completeing all 4 campaigns and it doesn't matter what order or what difficulty.You'll need to buy them with Skill Points, and the Infinite Ammo options are the most expensive skills in the game.
As for unlockables, you get files by finding Serpeant Emblems (Which is what MetalGamer2 said) and you unlock a figurine by collecting all emblems in a chapter and you unlock 6 additional figurines if you find all emblems in a campaign.
In terms of other unlockables, completeing either Chris's or Jake's campaign will unlock a Mercenaries stage.
There are a few speical weapons in the game, but you can only use them by playing as a certain character (Leon has the Wingshooter, Helena has the Hydra, Chris doesn't have a speical weapon except for a knife but Leon has a similar knife but I don't know the difference between them besides apperance, Piers has an Anti-Material Rifle, Jake has Hand-to-Hand combat (Trust me, it's a lot better than it sounds), Sherry has the Tripleshot and a cattle rod, and Ada has the Ammo Box (Which is actually not an ammobox, it's actually a submachine gun. Not to mention, Helena and Piers use the Ammo Box in their alternate costumes in Mercenaries) and the Crossbow. Now there are a few speical guns that can only be found in certain campaigns, the Assassult Rifle RN in Leon's, the Assassult Shotgun in Chris's (There is another speical weapon but it is only available to Pier's and I won't spoil when you use it), and the Elephant Killer in Jake's.
In terms of difficulties, MetalGamer2 has already went over that, but I do want to bring up Amature difficulty. I recommend playing the game on Amature first since playing on Amature makes it to where it you don't have to worry about any of the major QTEs (Not the ones where an enemy grabs you and you have to shake them off) and the QTEs in this game barely give you any time to react, plus it espeically helps in some campaigns where they spawn infinite amounts of enemies (Especially in Jake's and Chris's) and you are given not that many first aid sprays or even herbs to make tablets.
As for an Infinite Rocket Launcher, there is no option for that as there is only Rocket Launcher in the game.