These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Awesome Music: Yes, there is music in the games. Granted, they are small snippets and whatnot, but holy cow. Unfortunately, nobody has bothered to rip the music somehow (it's only really a matter of turning the sound effects all the way down and not get any background noise in or whatever), so the only way to listen to it is while you play the game.
The Tsar Tank's theme, which signifies its arrival, and definitely fills one with dread (considering people will actually have trouble with the first boss of the game, yeah).
The Commando's theme. Every time he comes onto the battlefield, listening to that opening riff lets you know that you are now able to kick a major amount of ass. It's glorious.
The boss themes from Cold War are also fantastic. The Antonov A-40's theme captures the frantic feeling of finally having reached the first fight, the Typhoon's theme has some great Ominous Russian (?) Chanting, and Project R.I.S.E's theme captures the power and danger that comes with fighting a powerful super weapon.
"Russian Attack" is perfect.
The boss victory themes are also gorgeous.
The menu theme of Cold War is catchy. It resembles the theme of Top Gun in overwrought cheesiness, and it feels good.
Catharsis Factor: In Cold War, the first few waves of Commando Survival. You get to control a barrage reward for an unlimited time, and you can tear through the first few waves with little effort. It feels good after using turrets in other maps to hold them back for a while.
The bombers in Cold War. The bombs they drop do massive amounts of damage, so after one run your turrets will most likely be destroyed or very close to it. They're quite durable as well- even with all of your anti-air and a vehicle unloading on one, you'll be hard-pressed to shoot it down before it flies over your stuff. And they come in groups of three or four. If there's two such groups in one wave... well, you'd better hope you have extra cash for repairs or new turrets.
For ground units in Cold War there are the laser tanks and missile units. They're both highly damaging and extremely durable. The missiles in particular have insane homing capabilities that make them nearly impossible to dodge if you're using a helicopter. If there's a wave with these units in them, expect some losses.
Nightmare Fuel: So you think you've got this level mostly beat... then the music changes, and a giant tank rolls up over the hill, crushing houses and bridges which are otherwise indestructible under it's treads... then it takes a load of concentrated fire to even damage, while utterly annihilating everything YOU Can send at it.
Rainy City in the second game is a particular offender, especially if you are trying to get a platinum (or even remotely survive), since there is several artillery cannons near your base which will destroy anything on sight once you've set it down, and you only get so much money to deal out at first. Granted, planting your own artillery cannons solves that problem, but don't forget about everything else, especially those helicopters armed with lasers...
Unsurprisingly, the final level of the second game, Capitol Crisis, is this, even more so if you are trying to shoot for platinum. For starters, you need to be perfect throughout the entire level, which means you can't let so much as one soldier get past you or else you'll have to start the entire level over, and sometimes, there will be one infantry you'll fail to notice and won't realize you've missed him until he's already sapped a hit from your toy box. Then, you have to be conservative with your cash, which means you cannot rely on just the cannons (but of course, that's what the vehicles are for, and you have every one in the game at your disposal), and sometimes, trying to destroy certain units with vehicles can be a pain in the ass. By the time Project R.I.S.E rolls around, you might not even have all the turrets you've put up. Not to mention that some of the units were annoying to begin with, but you have pretty much every single enemy to contend with. By far the most annoying enemies you'll face in the level are the ZPU Personnel Carriers (tons of health and unload infantry near your toy box), the drill tread tanks (have slightly higher than average health values, takes shortcuts off the dirt roads to your toy box, and are really fast), and the laser tanks (very high health, come in a pack, and can rip your turrets to shreds). And after the laser tanks comes the final boss, but at this point, you've probably exhausted yourself trying like hell to get that platinum medal, your turrets might as well be gone by this point, and you're getting dangerously close to missing the gold on money conservation, among other things. Have fun with the final boss!
The last level of Cold War's Naplam DLC, "No Respite". Your cash flow is quite restricted for a good while, so you have to be careful with where you place your turrets and make sure they stay on the field. That's easier said than done, as the enemy will very quickly begin sending heavy and laser tanks in large numbers. That you get your own laser tank to use partway in is an act of mercy. The boss fight, thankfully, is not as crazy.
That One Boss: Like with the above, either game will have some form of this.
The Railgun, the final boss of the first game, is a notable repeat offender of frustration for many players who don't know how to properly deal with him. His weapon is powerful, and is only damageable when he pops out of the tunnel at the other end of the stage you play on. If you don't defeat him within those few times he pops out (did I forget to mention that he has the most health out of all the bosses in the first game?), he will rush forward and destroy your Toy Box.
Project R.I.S.E, the final boss of the second game, is also incredibly challenging, especially on General Mode. For starters, he has the highest health out of any boss in the series thus far (and since bosses in Cold War have four phases, that's a lot of health for each phase), able to soak tremendous amounts of damage unless you use certain weaponry against him. He also boasts pretty quick speed on those treads, not to the level of the Antonov A-40, but he still moves quick enough to make it to the other areas of the stage, which since you're dealing with other things, you might not notice until you see him well on the other side of the stage. He can also send out infantry, tanks, and helicopters to make things become even more difficult and distract you from the main threat, so if you're trying to focus more on Project R.I.S.E, you may not get to the other threats in time to take them out. He also has a multitude of attacks, which can utterly destroy your defenses, and he can attack vehicles you are just beginning to pilot them, meaning they will be almost dead the moment you finally begin moving, if he doesn't outright destroy it. That, and he can run over your turrets to insta-kill them, making you have to waste even more money to rebuild and re-upgrade them, only for him to do the same thing again minutes later. To add insult to injury, you have to spend nearly twenty minutes fighting through twenty waves of infantry, aircraft, tank armor, and missile trucks. If you can summon the will to fight this boss on Elite or General difficulty, you better be prepared for a tough fight.