You can unlock scenes you missed in the gallery at the end of the game by returning to prior saves. You don't need to start a whole new game and get everything in one playthrough.
Just make sure to save fairly often. We give you 99 slots for a reason!
Also, when it comes to basic enemy loss scenes, we actually DO give these to the player just for passing through the area. The more circumstantial CGs and Game Overs are things you have to find to unlock. If we gave all of these away without people discovering them... well, why bother making secrets?