Difficulty Spike: The Colombian jungle. Terrorists concealed by bushes that they can see through fine, assault rifles come into play, and as mentioned above in Demonic Spiders, they can magically see you and lob perfectly-timed grenades over hills that you didn't even get close to. After you're done with it, though, the difficulty (or at least the Grenade Spam) drops back again until Kamchatka, near the end of the game.
"Funny Aneurysm" Moment: One of the levels has Saddam Hussein in it (he only appears in a cutscene), through cheats however, you can spawn and kill him. Now try to play this game now that Saddam is dead for real.
The final boss of the first game is regarded as this by many, with an extremely powerful weapon, nasty turret back-up and being absurdly resistant to everything with the Handwave of "he's wearing body armour".
The Interrogator in the Hong Kong prison in the second game, with his near-instant-death machine gun. And he's Made of Iron even though he doesn't wear armor. The real boss, Deviant1, has a Sniper Rifle and WP grenades, but isn't anywhere near as dangerous as he is.
The Final Boss in the second game is an Osprey that'll rip you apart in seconds if you're out of cover and takes an insane amount of ammo to bring down if you don't know what you're doingnote shoot the engines' outer panels and their glowy insides until both catch fire like back in the hospital, and then shoot the pilot. This is the one time where the OICW's alternate launcher actually comes in handy: if you can adjust the range properly, you can lob grenades at the chopper safely and defeat it much faster then you would with normal ammo.