Rex
From Halopedia, the Halo wiki
Maw Rex
Bungie programmer Tyson Green (username Ferrex) placed an easter egg in Halo 1. The egg is the word "Rex", which can be found in the level The Maw (Level), written on a wall in blood.
Directions
Proceed normally through The Maw on any difficulty level until you get to the huge Warthog jump/freefall. At the ledge, drive the warthog to the right so you land on the side of the floating platform. Enter the corridor and look to the right side, spelled out in blood is the word Rex. On the other side is a bloody swastika.
Outskirts Rex
In Outskirts (Level) (Halo 2) there is the word Rex spelled in rocks with a pool of blood and Covenant energy sword sticking out of the ground.
Directions
Get on top of the roof tops and go to the area where the Jackal snipers and Drones are. Keep going until you reach the building with 2 snipers in it. Turn and there should be a room in a building you can jump into. The Rex is in there, along with the sword.
Great Journey Rex
On top of the final tower in the Great Journey there is a bloody REX written in Flood blood.
Directions
It seems that the only way to see this particular Rex is by using Dev Cam mode.