I know this is an old thread, but there's still a ton of info here.
http://www.vgchartz.com/forum/thread.php?id=97067&page=1&str=1971157498#
"Hard Finish - Finish story mode on Hard, without changing the difficulty setting.
I’m not sure if you can do this the first time through, but what I did was beat the game, set the difficulty to Hard, saved, and started a new game. The difficulty started off on Hard on the new save file and then you just have to beat all the story missions on Hard without changing the difficulty at any time.
(EDIT: Thanks to Ajescent for this one; You can get this trophy on your first playthrough, but you have to get through the tutorial part of the game without dying... I believe this is from the start of the game through the end of the first mission where you have to get the food crate down.)"








