Bullets:
 
In the NYPD go downstairs 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.


Get 60 rounds of bullets:
 
On the first level, after you beat Eve on the
Opera Stage, go backstage and you will see the
hole. If you listen carefully at the hole you
will hear sirens. Go back outside the 
Operahouse and ask the cop on the far right for
bullets. He will give you 60 rounds.