I finished Uncharted 2 on Hard mode, and it's allowing me to play through again. Here's my question. Will it play on Crushing or will it play on Hard again?

To be honest, the game made me it's bitch on normal. 
 
Truly, you are a god amongst men.
 
Or I'm just a bad gamer. Either way.
 
P.S. Kidding aside, if you enjoyed Hard, but thought you might need more of a challenge, or want to be anally violated by your Playstation, play on Crushing.

It either let's you choose or automatically sets it to Crushing, I would guess.

hard mode...

Crushing ain't so much harder than hard. After moving up to Crushing I had less trouble than I had when I played on Hard mode.

crushing will give you a harder challenge in combat, nothing else. enemies take more bullets, aim better, you take less bullets. that's pretty much it. if the combat on Hard was just right for you, then Crushing might turn out to be annoying in those big combat situations. i.e. the "Desperate Times" opening scene battle.

I am going to play on Crushing, but my question is when the game starts over on the same file, will it play on Crushing or will it play on Hard again?

Oh wait, I can transfer all the medals and treasures for the new game. Okay, my question has been answered... kind of.

I completed it on hard, and then changed the difficulty setting to Crushing, just to be sure.

You can go to chapter select and pick chapter 1.  It should ask you what difficulty you want to play on.  Since you beat the game on Hard, the Crushing difficulty should be unlocked.

I'm planning on going back to Drake's Fortune. Just not sure when. I don't have the game on me at the moment; otherwise I would have played that campaign again.