Heh, the best one is at the Subway level, I can't remember what part exactly, but before you have to blow that door up with the explosive from the Bank vault, entering that part of the level, you will see a hole in the wall. Throw a grenade in it (use cheats), then keep going as usual, until you get shot by some funny creatures. =o


Hmm, just noticed this isn't for the PC version. This may not work.