When your at the Okhotsk level, and your on the tanker, you can let yourself get captured, it's pretty funny. It will not result in mission failure either, you just have to get close to an enemy and make him spot you, then he'll knock you out (I never got shot) You'll wake up being held captured and get slapped in the face a couple of times by the enemy. After that you can easily escape doing some lock picking. There's also an objective you can complete in the room by searching the crates, if I'm right.
At the JBA HQ 1 you can also get caught although it will result in mission failure if you do not get away quick. (you have to press some buttons)
I'm not sure if you can get caught in other levels as well. Good luck!
At the train mission,it's almost impossible to take out the guards on the roof of the train in elite mode.Here's how:there's a ledge on the side of the train that will hide you.Just go to the right/left side and fall of(right worked for me).Sam can only move about half of the way.You'll have to make sure nobody will see you,climb up,make a few steps to the front of the train,then go fall back down.Just be careful at the lights.
You know the two bonus maps you unlock in the main mode? Well, they're based on maps from Splinter Cell Essentials on PSP (great game!). The levels are slightly different, have better graphics and completely different stories, but nonetheless the simalarities are obvious.
The tanker mission wasn't originally a mission to recue Sarah, but a mission to destroy crates of weapons guarded by Romanian soldiers; and there was also another part to the level after escaping the ship, in which you had to destroy a SAM launcher.
And the bunker mission wasn't in Germany or wherever it is in double agent, but in a jungle. The original was a rescue mission, but Sam got caught and had to escape (like in the tanker mission in the main game). He wasn't drugged, and the original was much longer.
Also, another minor odd thing I noticed: in essentials, to kill a grabbed enemy, you had to strangle them, and to knock them out you kneed them in the back, but in Double agent this is reversed for some reason (might be a glitch).