Normally you can only throw 1 grenade/molotov, or fire 1 shot of m79, but if you do the following trick you can fire 2 instead of 1. Quickly switch between 2 weapons, let's say you have grenade as main weapon, switch to dual ingram because it's fast and easy to switch, and switch back to grenade. Immediately after you do this, throw the grenade you'll find out that you are throwing 2 instead of 1. This can be done with all weapons but most obvious one are described at the beginning.
This is how you unlock the Super Cop, Infinite Ammo, and All Weapons cheats. When you unlock them, they can be toggled on and off at the cheats menu.
If you go into Bullettime and throw a grenade, you'll continue to throw grenades until Max is done with the throwing motion. This is assumed that you have more than 1 grenade left ammo wise.
When firing M79, Grenade, or Molotov when you stand parallel to or infront of a wall, the shot will disapppear half way where you shot. As for Grenade and Moltov, sometimes it explodes at different place instead of in the direction where you throw. It is probably known as graphical glitch.