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During a mission in "Eternal Sunshine" on the Japanese version,Spoiler: when you defeat Mr. Sunshine in the "Meat Packing Plant", there's a cutscene where "The Protagonist" kills him 3 times, then chops his head off with Mr. Sunshine's own machete. The Japanese version's cutscene omits the section where-in your character holds Mr. Sunshine's head and tosses it onto the conveyor belt.
Contributed by ProtoSnake
It is possible to ride up the walls of buildings with some of the motorcycles, though it is most easily achieved with the Kaneda or the Kenshin.
Contributed by Mass Distraction
On the DLC Map "Lost Island", there is a giant octopus floating off the coast.
Contributed by DrakeVagabond
In Pleasant View Area District there is a campsite and a small lake. If you cross to the other side of the pier you will spot a hockey mask, referencing Jason Voorhees from Friday the 13th.
Contributed by Funland47
The Ultor name and logo was first used in Volition's first-person shooter Red Faction. It is likely that this is not a coincidence, and it is considered that these two companies are the same group. Spoiler:Toward the end of the game, the player will even comment "you can go to Mars for all I care," referencing the future events that occur with the company in Red Faction.
Contributed by GradientDruid
It is possible to obtain Carlos as a homie once more after he has died, albeit in zombie form. After beating the Brotherhood mission "Red Asphalt", you can then unlock him by calling "Eye for an Eye", a business ran by Afro-Caribbean black magic performers who specialize in voodoo.

Carlos was originally put out of his misery by the Protagonist, after being found chained up and dragged along the road at high speed by a member of the Brotherhood. The Protagonist's gunshot wound is still seen in the head of the model for Zombie Carlos.
Contributed by oskachu
Following a few arrows dotted around on the prison island, you can come upon a large purple bunny doll that rises out of the sea. When shooting it, it just vanishes.

The bunny makes another appearance in Saints Row The Third.
Contributed by ummwat