This map interface allows you to zoom in or out to your choice of five different levels, from a closeup on your local area out to a view that shows the entire map of the current city. The default view is the second closest one, but you can press (R2) to zoom in or (R1) to zoom out as you see fit. When you're zoomed out to the furthest level, there are some additional Heads-Up Display-style indicators that show where the enemies are and how far they can see and in what direction. This information can prove invaluable, if you can properly put it to use.
One interesting thing about zooming in and out is that the music and (ground-level) sound effects get fainter as you zoom out, being replaced by wind sounds. This is an interesting effect, but it forces you to trade audio information (hearing an approaching baddie) for visual information (seeing more range and information about the baddies). This adds complexity to the possible strategies.
There is a warning at the beginning of the game that says that people who are susceptible to seizures should not play the game. This warning is definitely needed for The Last Guy, as there are a lot of "flicker" effects used to give the appearance of aging video equipment. For a perfect example, the flicker effect used when the game is paused is likely to either induce a seizure or, at the very least, a headache, if you stare at it long enough.
The theme song in The Last Guy is just as strange as the rest of the game. It seems to be an original song, but sounds heavily influenced by Hot Butter's Popcorn.