To slowly replenish your health when there are no goodies within reach, simply shoot and water object, such as a fountain or fire hydrant and stand in the water while holding the action button.
In LA Meltdown, switch on the projector (hey, what are you looking at? ;)) and fire an RPG at the movie screen. This will blow a hole in the screen large enough to let you through. On the other side, you'll find a jet-pack and a decent supply of shotgun cartridges.
On the Stadium level, find the 'Duf Beer' blimp (you'll have to look up to locate this, obviously), and blast it with your missile launcher. Ammo and health packs will tumble out of the flaming blimp.
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