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 (blog post) to the NYPD! ...but there's no explanation (blog post) as to (blog post) how. Screw it, Samuel L Jackson is in this film! Also explosions, and Scar.
Source: Die Hard with a Vengeance Movie Review - Decker Shado