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