According to the game's art director, Tatsuya Yoshikawa, The Order of the Sword is based on the Amish religious sect as a means of blending the medieval elements within the modern setting.

"We brought up the Amish early on, although the goal was never to focus on emulating them too much. I think any given religion represents a closed-off space, in a way. The Order tends to dress its knights in these flashy costumes, but there's a slightly modern sense to them. If they were really shut off from the world, there wouldn't be any modern elements in their costumes at all, right? Those designs were meant to show that the Order has adapted to modern times while stilt retaining their gaudiness. That was our goal there."
Contributed by DrakeVagabond
Santus was originally going to be named Benedict. The name was changed when, coincidently, Pope Benedict was elected in real life during the early development of the game.
Contributed by DrakeVagabond
Gloria was going to be a fully-fledged character. According to Bingo Morihashi, he begged to be included in the game, to which they humored him. She was going to be one of the antagonists, but due to a number of problems, she was simply modified to be Trish in disguise.
Contributed by DrakeVagabond
According to Bingo Morihashi, he originally planned to have Agnus speak in a drunken fashion. However, the voice actor suggested that he speak with a stammer instead. The dialogue for the intro sequence to his second boss fight was also adlibbed during the recording session.

"When recording his lines, his voice actor suggested inserting the stammer, which I thought added to his characterization. Having the musical-like scene came from another impromptu suggestion during a recording session. The staff in the studio at the time thought it was a great idea, so we went with it. That helped Agnus come into his own as a character. I originally thought to have him talk almost drunkenly, which seems pretty standard for mad scientist characters. But the voice actor's suggestions brought the character to an entirely different level of likability."
Contributed by DrakeVagabond
According to Bingo Morihashi, Credo was originally planned to be the final boss of the game, similar to Vergil in Devil May Cry 3: Dante's Awakening. The idea was abandoned due to writing complications.

"We actually planned to make him the final boss at one point. Final bosses are rarely young men, so that would have been exciting. But that would have been really hard on poor Kyrie. and she would come to resent Nero, so we realized that Credo shouldn't be an out-and-out villain. Besides ruining Nero and Kyrie's relationship, making him a villain would have been a rehash of the "family betrayal" plot from "DMC 3". So rather, he starts off doing questionable things but later has a change of heart. Credo was easy to craft, in that sense."
Contributed by DrakeVagabond
According to Bingo Morihashi, the game was originally planned to dedicate a lot more time to Nero's story, rather than the semi-even split that ended up in the final game.

"At first, the intent was more of a 70/30 split, with Nero taking the larger role. Giving Dante nothing was unthinkable from a sales perspective, so we were bouncing around between 70/30 and 60/40. In the end, though, they each received an equal slice. We somehow gave Dante more missions and weapons than we expected to. (laughs)"
Contributed by DrakeVagabond
According to Bingo Morihashi, Red Queen and Blue Rose were created as a means to visually differentiate Nero's movement and gameplay from Dante.

"For the main weapon, motion artist [Yuichiro] Hiraki-san said he wanted a motorcycle-like sword. What does that even mean, though? He explained that the sword's handle would rumble and sputter like an engine, and everyone loved the idea. Using that sword was important for Nero's characterization, because it gave him this "biker gang" element. That plus his wildness signaled the shift to the current Nero."
Contributed by DrakeVagabond
According to the game's writer, Bingo Morihashi, Nero was originally envisioned as a noble and sophisticated demon hunter, akin to the likes of Sherlock Holmes. However, the idea was rejected, and the team heavily debated the type of character Nero should be.

"I think he came out all right in the end, but he actually started out as a Sherlock Holmes-type character, sipping tea as he fought off demons. (laughs) But they decided that wasn't such a good idea. (laughs) That was the angle I was gunning for, though. He wound up being your typical wild and crazy kid, but in that sense he resembles Dante quite a bit, so I thought we needed ways to distinguish between the two. I gave him one part Dante's wildness and one part Vergit's sophistication, which gave him a refined, noble nuance. But that wasn't well-received either. So I was told to simply write the scenario as if the character was Dante, and once the team was satisfied with the story's direction, we began to flesh out Nero; his childishness, his unexpected serious moments. I believe this anecdote has been mentioned in some interview somewhere, but the team debated over whether Nero would be the type to cover up his privates in a public bath or let it all hang out. The base for Nero's design is undoubtedly Dante, and if you aged him ten years, Nero would basically resemble Dante physically. After a lot of discussion, though, I was convinced that Nero would definitely cover up his junk in a public bath, whereas Dante wouldn't have ever cared about that from a young age, and it wouldn't make a difference to him as an adult in "DMC 4". either. But Nero begins as a more reserved young man, so the big questions were, 'Is that enough of a difference?' and 'Are we implying that he'll grow up to be just like Dante?'"
Contributed by DrakeVagabond
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In Devil May Cry 4: Special Edition, Beowulf from Devil May Cry 3: Dante's Awakening can be seen on a poster during "The Arrival" cutscene of Vergil's campaign.
Contributed by ZpaceJ0ck0
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During the fight with Berial, a sign bearing the name "Mundus Vivendi" (Latin for "Mundus Lives") can be seen briefly twice, once before falling from its post, and again when it is shown on the ground. Mundus is the main antagonist of the first Devil May Cry.
Contributed by EFB01