(1) In the adult bookstore, look in the hall opposite the bathroom for a smaller room that contains an RPG.
Also, one of the shelves opens to reveal some Pipebombs.
(2) If you stumble around the dark a bit after you've unlocked the door, you'll find a hidden stash.
(3) Once you've demolished the building, you can go down into the sewer by shooting the manhole cover (which is in the debris).