Unlock Thief III Trailer: 
To unlock the Thief III trailer, beat the game on any difficulty with any ending. Then, on the main menu, go to Options. Select "Extras" to view the trailer. 

Secret Wrap Party Level:
While you are in the UNATCO Ruins, the first large room you come into, you will see a Flag. Pick up the Flag, and go to the room where that used to be Joseph Manderly's office. Look around, and you should see a bathroom. Put the UNATCO Flag on the floor so it stands up, and flush the toilet. A message will come up, and you will be transported to the Developement Team Wrap Party, which is set in Club Vox. 

Ladders: 
When climbing up a ladder you put away your weapon, but if you hit b to pull it back out you can climb the ladder with your weapon out and usable. 

Mega-Jump: 
Position yourself a few feet from a low lying object (stairs [recommended], seat of a couch, non-movable bench, or others about the same height) and start running towards it. Just as soon as you start to walk over it, jump. You should jump 2-3x as high as usual.