Spelling out the first letter in each word of Valkyrie's quote in Chapter 28 ("Soar, O noble Icarus! Come! To embrace a magic!") spells out Sonic Team.
If the player beats the game once, on the second playthrough, upon reaching Chapter 37, there is a bonus cutscene depicting the heroines relaxing at a hot spring.
Hideki Kamiya was approached to include his character, Bayonetta in the game. Kamiya refused because he wanted to make a game in which Bayonetta and Dante (of the Devil May Cry series) directly under his supervision. Kamiya has come to regret turning the offer down and said he would like to see it in a potential sequel.