Shortcut on the Water Caverns stage:

On the water caverns stage, go down the stairs and
keep on walking. Once you see a spot behind the 
stairs and keep on walking and you will end up in 
a round room with a winding road going up. Pick off
the first few guys and until you reach the locker 
about half way through. Then blow up the locker and
there will be a hole you can go through to another 
room. But you better be careful because there is a
automatic machine gun turret right outside, and a 
few guys. That is also where you can get you double
U.S. manufactured assault rifles by blowing up the
two boxes in the room with all those boxes and 
crates.

by David Lowe