Bastion currently has four different story modes. They all affect how the game is played in some way.
This mode starts a fresh new game. Here the player has nothing to start with and Levels can not be revisited.
Starts a new game with unlimited chances to carry on if defeated. This is mostly for less-experienced players.
In the iPad/iPod/iPhone versions of Bastion, the player is able to freely switch on and off No-Sweat instead of having to start an entirely new game.
Note: Some Achievements cannot be earned in this mode.
New Game Plus
This mode is only activated once the player has completed Normal Mode. Starts a new game with all Structures, Spirits, and Idols unlocked, plus all weapons and XP from the last game.
Score Attack Mode
This mode is only activated once the player has fully completed Normal Mode. This mode starts with no experience and thus resets the player back to level one. Starts a new game with all Structures, Spirits, and Idols unlocked, but levels are repeatable with a scoring system.