Syphon Filter 3 - PS1 - Level 19 - Senate Subway System (final mission with ending)
The final level takes place on a moving subway train where you rescue hostages and take out the woman with the bullet proof head (seriously, how does she keep surviving?).
So that ends the last of the Syphon Filter trilogy on PS1. The sequel on PS2 "Omega Strain" I didn't like at all. It was ruined by incorporating (now defunct) online elements that spilled over into the single player game. In a way it was a warning sign for things to come. I can think of plenty of games that have been compromised by online "features", it happens all the time. The internet has been both a blessing and a curse for gaming.
There were a couple more games released on PS2 and PSP. "Dark Mirror" which I've played and was OK and "Logan's Shadow" which I've not played but is meant to be very good. I own it so will probably do a playthrough of that in the not too distant future.