In Halo games, those with the skills and endurance needed to beat the game on the hardest difficulty, dubbed Legendary, have been rewarded with a special ending. The creators of Halo Wars have continued this tradition that was laid out by Bungie back in the days of Halo: Combat Evolved. To get this little easter egg, you have to beat Halo Wars on the Legendary difficulty and then sit through the credits that follow. At the very end, you'll hear the voice of the AI construct, Serena, saying, "Captain, wake up. Something has happened."
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