When at the end of the last mission, when you are supposed to kill Shepherd with the knife, after the helicopter crashes stand next to him but do not kill him. After some time, he will begin to say things such as "You know killing me won't change anything" or "You're a good warrior", trying to persuade you not to kill him.

During the final mission where you must follow Shepherd and attempt to stab him while dazed, do not go near him while he lays against the car. He will say one sentence at a time, slowly, and his final sentence will be "But you were never willing to do what must be done" or something similar. Note: If you get too close to Shepherd, he will smack you against the car. If you go too far, he will cut the speech short.