Question: End scene

I vaguely remember that there was a quite humourous end-scene, somewhere after or when the credits played, where the cop met some "real-world" gangsters. They opened fire on him but he saved that alien gun and blew them off.
I am not 100% sure if it was really this movie because it was some 10 years ago and everytime I watched it afterwards the movie ends at that factory where the showdown with the alien takes places.
Is my memory playing tricks with me or is this scene really included, maybe on the DVD? If not do you remember any other movie with such an end scene, which I mixed it up with?

thx!