In the first level take a right after the second checkout when you have walked through the door. Shoot the damaged door that you find there and then walk through the corridors. This will take you to a secret theater that shows previews of The Wheelman and Blacksite: Area 51. You will also find in the theatre a shotgun, golden pistol and a paper crane.
To create an extra 20-30 rounds of ammo when you have run out use Tequila Bomb for Precision Aim and shoot someone. Obviously to do this you need enough Tequila Bomb for the Precision Aim so try to keep enough in reserve for emergency ammo.