Nightmare Castle/guide

Cat Form
Interact with the yellow statue. Go up, right, down and right again to where a glittering object is. From where the object is, go up and right into the room. Interact with the NPC.

Soldier Uniform
Interact with the blue statue. Go up and enter the second door on the right. Talk to Masha. She'll give you the effect in exchange for 3 treasures.

Kiyo
Interact with the yellow statue. Make your way to a large room at the bottom-right part of the map. Leaving the room should take you outside. Interact with the sword in the ground.

N-8801 MkIISR
Interact with the blue statue. Go up and enter the first room on the left. Go up then interact with the red statue. Go left and enter the room directly across from you. Interact with the red statue. Go left and enter the doorway above you. Interact with the robot hooked up the screen.

Legionnaire
Equip the Kiyo and Soldier Uniform effects.

Incandescence
Can be bought from Masha for 3 treasures.

Office Lady
Can be bought from Masha for 3 treasures.

Nurse
(You need N-8801 MkIISR to get this effect.) 

Interact with the blue statue. Go straight up to the next room. Cross the hall and make your way to another room. Go down, and you will reach what appears to be a dead end. Equip the N-8801 MkIISR effect in order to jump over the barricades onto the grassy path below. From there, continue south. In the next room, enter the door on your right. Then, take the door on the right of the reception desk. You'll be in a hallway. Go into the first room from your right. Interact with the nurse inside.

Succubus
Interact with the top-left object. Go down and take the narrow bottom-left entranceway. You will be in a dark room with lots of chairs. Go straight to the left and through the door. Interact with the succubus.

Librarian
Interact with the bookcase. Enter the door at the top-right corner of the room. Interact with the tv.

Boyarina
Interact with the archway. Go left, left, down, down, left, down. You will be in a hallway. Go right and then down. Interact with the painting on your left.