The opening credits play over scenes directly related to the plot of the film (in this case, the torture of 007). This is a first for a Bond film. Also, footage from this sequence later appears as a brief flashback - something only seen in the series twice before (OHMSS and Moonraker).
At the end of the credits, Madonna can be heard saying "I need to lay down."
JAMES BOND WILL RETURN
In the traditional walk-and-shoot opening, the bullet Bond fires can be seen shooting towards the camera - meaning that Bond has shot up the gun barrel of his opponent!