The Piano Player Glitch
The first thing you need to do is put in the cheat for the mini-rocket launcher (R, L, C-Left, C-Right, C-down) at the level select screen. Then select the embassy as the level. Once you are in kill all the guards with the mini-rocket launcher. Then head towards the piano player. When there punch him and you'll knock him off of his chair. He'll be dead sitting on air!