"New Game +" ?

On this week's Bombcast Brad and Jeff said that you can bring your runes, weapons and stuff into a higher difficulty. I have just completed the game yesterday on the Ultra-Violence (first playthrough) and now I'm thinking about a Nightmare run, but I don't think you can actually bring anything over unless you select your completed game save slot, go to the options and bump the difficulty up and then play the game by selecting missions one by one from the menu? Is there something I'm missing? It would make sense to have the ability to bring the progress from the first playthrough since the Nightmare difficulty is locked until you finish the game once, so it could be tuned for that. Or it could be meant for players to start from scratch and guys on the podcast were just wrong? I just want to know which it is before I commit to a new game.

Nope I don't think you're missing anything. Seen a decent amount of complaints about this very thing.

If you want to play the game on Nightmare, you have to start a new game.

There isn't a NG+ per se, you can just select any level and replay it with all your upgrades and on any of the lower three difficulties.

So it works like Devil May Cry's stage select, expect you can't bump the difficulty?

I suppose I see the reasoning. Do all Ultra-Nightmare runs have to start from scratch with upgrading?

Yep, and if you die, your save slot is deleted and you start again from the beginning. Made it half way through the second level, got the achievement, and I'm good. No more Ultra-Nightmare for me.

@csl316: You can bump up the difficulty, just not past Ultra Violence.

Aha, so it's the 'Resident Evil 4 NG+' variant then.

Sort of. I should clarify this more since I'm at a computer and not on a phone now.

There isn't a New Game + in the traditional sense of "completely restart the game with everything intact but all the secrets and stuff unfound and the levels unlocked". Instead, you can pick each level individually and play it with all of the challenges already done and secrets already found and all your upgrades still intact, etc, and when you finish the level, you go back to the level select screen instead of continuing into the next level. You can switch between any of the lower three difficulties at will. You can also go into Mission Select at any time - this isn't a feature that unlocks after finishing the game, if you want to start a mission you've already finished at any point in the game, you can. I don't know if you lose your checkpoint. In any case, the game never calls any of it New Game + and I can see why someone might call it that, but I don't personally think it feels like a New Game +. Just a level select screen for replaying levels for missed secrets and stuff.

In order to play the game on Nightmare difficulty, you must start a fresh game on that difficulty and you can't change it back. You can't, say, finish the game on Hurt Me Plenty and then play through on Nightmare with all of the weapons found and upgraded.

Ok, that's clear now, thanks everyone.

As for the checkpoint regarding level select, it does not get lost. So if you play halfway to a level 3 for example, you can Level-select level one or two, complete any challenges or secrets and then select Continue game, which will resume your play in level 3 but will bring those new items forward.

Time to start my nightmare run now!

I thought it sounded strange to be able to bring progress in a higher difficulty level. The vast majority of New Game+ modes only work if you play on the same difficulty or below as bringing in all previous boosts into a higher difficulty level seems to defeat the purpose of a higher difficulty.

I am in the 5th stage now and Nightmare is no joke, partially because I am used to my upgraded weapons from the first run. But it's super fun, I die a lot.