In the stage with the zombies, you can get the very helpful Thunder Cloud. Around the middle of the level, you will see a spot on a low area of ground where two prisoners are next to a man in a business suit. Hold Down/Forward to crawl down to this area and save them. Note: Enemies cannot get you down here. When you rescue the man in the suit, he will pull out a cell phone and call over two bodyguards with suitcases which contain a gold coin and the Thunder Cloud. To use it, just shoot your gun when the cloud hovers over an enemy.