Infinite Bullets: 

In the NYPD go downstair and enter the left door. You 
can find the bullets in the box near the counter get 
it and go out to the New York map. Now return to that
room for more bullets. Repeat as needed. 


The Missing Building: 

After you win you'll be asked if you wish to save. Do
so, then reinsert CD #1 and choose the EX game. You'll
now see the Chrysler Building on the Manhattan map. Go
inside and make your way to the top to see the real 
enemy and ending.