If you have finished the game before unlocking everything or finding all of the collectibles, do not worry. All of the collectibles and unlocks are still accessible after completion of the game.
For Xbox 360/PlayStation 3/PlayStation Vita:
Completing the game will take you to back to Manhattan and your apartment, and from there you will be able to replay any level or free-roam the city.
Completing the game will take you to back to your apartment, and from there you can replay any level.