Fallen Moon's Requiem Trophy in Bloodstained: Curse of the Moon

After you beat the game the first time, you unlock Nightmare mode.

You have the same casual vs veteran choice. But, this time around, you play without Zangetsu. But having access to Miriam, Gebel and Alfred will give you different paths to traverse and items you can collect. The bosses are slightly harder too. Finally, Stage 8 is replaced with Stage 9, with three branching paths that each character must face solo before ultimately bring you face to face against Zangetsu.

Miriam must then face Zangetsu, with Gebel and Alfred only able to provide support. Upon weakening Zangetsu, he begins his desperation move which is instant death if you fail. The game is not clear on what you have to do to win, but the trick is you have to protect Alfred from getting hit by any blue fire. If you succeed long enough, he will cast a spell and finish off Zangetsu.

Note that this mode does have an additional health upgrade in the alternate paths of Stage 1.