In Die Hard 3: Die Hard with a Vengeance, we see that officer John McClaine of the NYPD has actually left the (blog post) LAPD and come back to the NYPD! (blog post) ...but there's (blog post) 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 - Decker Shado