Okay so you fight your way through the no mercy level and you want to complete the finale without a witch. Here is what you do to open a secret room that the zombies and the tank can't find you in. When you reach the final level get to the ladders that go onto the roof. Make sure only one person goes out onto the roof. Jump off the ledge and onto the helicopter pad and try not to kill any zombies. When facing the room with the radio in it look to the your right. You will see a building that has a satellite dish on top. Get on top of it and stand on the right ledge of the building. If you look down you will see stairs that lead to a door that you can't open.
The Zombies are the only ones that can open this door. Stand right over the door and see if you can get the zombies to go up the stairs and try to attack you. They will not be able to get you but will break down the door in the process. You can kill any zombies that come up the ladder behind you, but wait until the zombies, trying to climb the wall, break the door down before you shoot them. Once you get some zombies clawing at the wall and door the other survivors can come up and watch for the door to open.
Once you call for rescue everyone should get into the room. You need to turn your lights off and stand against the back wall. You can tell what is going on outside by the music once the second tank leaves you need to truck it to the helicopter. This is a great way to beat the level on advanced or export. If you get pipe bombs and Molotovs they can help you get to the rescue helicopter.