You could blow up Big Smoke's palace wall BEFORE the final mission — but only on PS2.

In the original PS2 version of San Andreas, players could use explosives like RPGs or Satchel Charges to destroy the front wall of Big Smoke's Crack Palace before the mission 'End of the Line,' replicating what happens with the SWAT Tank in the story. This was patched out of all later versions.

Source: Big Smoke's Ghost — CC BY-SA