Hard Boiled Difficulty
If you complete the game on casual mode you will unlock Hard Boiled difficulty.
If you run out ammunition but have enough Tequila Bomb for "Precision Aim", use it than aim at someone and shoot. This will create 20 to 30 more rounds for the handgun.
On the first level, after the second checkpoint when you are walking in the door take a right. You will see a damaged door. Shoot it and walk through. You will end up at a secret theater that shows two previews of games, The Wheelman and Blacksite Area 51. There is also a golden pistol, a paper crane, and a shotgun.