During the opera house mission, in the basement near the back of the stage, there is a room that leads to a staircase which takes you to bathrooms on the first floor. After heading down the stairs enter the room and kill the three rats on the ground, then check the bench at the end of the room. There is a keycard for the rat club. Head to the second level where you collect the light-room keycard. There is a door that cannot be opened. Use the rat club keycard and inside are rats boxing and gambling.
Automatically climb past windows
When next to a window you can't seem to get past, bring up your map and then go back to the game; 47 should automatically climb through the window (though sometimes you have to be touching the window).
While in the process of saving during a mission, if you repeatedly press the start button, after it's done saving the number of saves won't go down.
Bonus Mission + Alt. Ending
You can access a extra level during the credits sequence as Agent 47 is being laid to rest. Keep tapping up on the LEFT Analog Stick and he'll be revived. Play through the bonus mission to get the hidden alternate ending.