Armor in Lava stage: Just before you get the mini-gun, there is a door on your right. Open it and there will be armor on the other side. You must to step on the correct letters; the order is: S, E, R, I, O, U, S.
Duke Nukem Forever reference: There are several passing remarks in the game about a "Blonde guy taking forever". This a reference to the as-yet-to-be-published PC game Duke Nukem Forever.