You can do this at the very end of the 20th and last level "Volcano"
After you defeated Dr. Krieger you will get into the Volcano where you have to defeat a group of Rocket-Trigens and some of the faster moving Trigens too. When you've killed them you can go to the elevator in the middle of the area. Take the elevator up there and walk along the walkway to the building up north.
When you're at the end of the walkway you'll have to kill a couple more soldiers but nothing you couldn't handle at this point. Once they are all gone you can head inside the building where you can find one of your former allies.
Punch him in his stupid face (by pressing the Right Stick on the default controls) and enjoy the terribly disappointing credits! Well done