In Die Hard 3: Die Hard with a Vengeance, we see that officer John McClaine of the NYPD has actually left the LAPD and come back funny horror movies to the NYPD! ...but (blog post) there's no explanation as to how. Screw it, Samuel L Jackson is in this film! Also explosions, and Scar.
Source: Die Hard with a Vengeance Movie Review - (blog post) Decker Shado