Once you have completed the game you can go around the various characters in the game to "complete the story". You will find them in the following locations:

Lita - By Lars' grave.

Magnus - On the big sword at Blade Henge.

Ophelia - Infront of the cross close to the hunter.

Rima - On the tower in the jungle.

Thunderhogs - In the Kill Master's Lair.

Infantry - You'll find them at the beach party.