During Playing It Bogart, after you go out the window, walk near the next door. The people will say that they will go to check on the Finito Brothers. Before this happens, go back inside and hide where the radio is located. Wait until they all enter Finito's room. They will stay in the room, not knowing where you are. You can either go inside and kill them all or leave them and continue.
On the level where Alex is assassinated (in the second subway stage), get to the point where you put the detonator in the door. Enable the god on and do not move. The door will explode, and since you are standing directly in the doorway, the FMV sequence of the door flying away does not happen. Alex is immobile and you can shoot at him. He bleeds, but does not die or move. Walk up the stairs, to find three gangsters standing there that will not react to your presence. You can shoot them, move around them, etc. Note: The four other gangsters up the stairs will move and attack you. Proceed and take a left turn. You will be able to see Max's killer. You can also shoot at him, but he does not move or die.