Once you reach the "Iceman" Cave, all the way at the end, there will be some ice under something, shoot or knife it and it will reveal the "Elephant Slug", ride on it all the way to the end (or rather, the entrance area) of the cave carefully and take down all the zombies in your path (just don't get hit by the zombies projectiles though, or you cannot ride the Elephant again), you can also let the Elephant pick up either a Battery for a Laser or Chili Peppers for a Flame Shot as a secondary weapon, but both only have 10 uses.