Frozen Marine
When you are playing the “Havens Fall” mission on single player campaign, search the lower left hand corner of the map, near the refugees. Look hard enough and you’ll find a frozen Marine just before the bottom left Zerg base, in the water!

Tauren Space Marine
When playing the “Zero Hour” mission on single player campaign, search through the top of the map just above the Vespene geyser on the left. There you can find a Tauren Space Marine that goes into an outhouse! And that’s not all – if you keep clicking on the outhouse, he will be shot into space!
Murloc Marine
On the “Welcome To The Jungle” mission in single player campaign, you can see a Murloc Marine near the left hand side of the map (near the edge) and slightly north of your base. The Murloc Marine is standing on a cliff that is surronded by trees.

The Outhouse
In the “Maw of the Void” mission you can see the Outhose blasting back and forth across the bottom of the screen. In addition, once the mission is complete, you can see it blasting around out of the Hyperion’s bridge windows!
thanks Estaban!

if you type in /dance when playing as Terran all of your Marines will dance.
lol, really?
In the “Peircing the Shroud” mission, there is a littly hyper marine looking dude on a rock floating just off of the main asteroid. You will need to activate a cheat to remove the fog of war in order to see him. The cheat is “sawnoutofmemory”
In the mission “Ghost of a Chance”, the outhouse reappears. Go to the nuke silo right before the terrazine tank, and you see the outhouse flying back and forth in space.
Better yet the outhouse reappears in the the ‘maw of the void’ mission you can see it blasting back and forth across the bottom of the screen and after the mission you can see it blasting around outside the Hyperion’s bridge windows.