You acquire the grapple gun from Duke Huckleberry before the level "Some Assaults."
The grapple gun is an item that can only be used by police disguises. It allows the player to access areas higher up as well as pulling down ladders and piles of free run bricks. It can be used to destroy LEGO objects by pressing Y or by targeting a specific object by holding Y to bring up the target circle. It can also be shot at enemies to keep them at bay until they free themselves.