The Trophies are pretty much all linked to in-game challenges. The fact that you have to get all Collectibles/Challenges on a single playthrough is terrible. The game is pretty hard, too. Getting Platinum is not for the weak of heart. I think the game starts out way too punishing; once you get an Armor upgrade the game gets some good levels going and it isn't as punishing anymore.
I will under no circumstances even attempt Commando mode. EVER.