Okay so I have just been watching a Youtube video that claimed you could get the Ray Gun from the Nazi Zombie game on the second level (Little Resistance) - I decided to try it out and it does indeed work - it allows you to play that level through with a Ray Gun.
I'm not sure whether you get to keep it throughout the game yet but it definately works for this level. Feel free to discuss this article in the forum and let me know of other easter eggs.
1. After calling in the air strike, wait for the enemies to die and the airstrike finish.
2. Jump on the first crater all the way in the right. It has a small puddle.
3. Jump on the second crater that's a little further to the left. It's pretty small and has a little bit of water on it.
4. Jump on the third crater a little bit more on the left. It's the smallest crater and has no water.
5. Jump on the fourth crater that's a little bit more on the left and a little more south. This one looks the biggest, and has a lot of water.
6. Now wait until scary voices show up and statues appear.
7. Go up to any of the 4 statues and pick up the ray gun. Enjoy it!