The knife can be found in most kitchens in TDP/TG and T2, but cannot be picked up in the latter. There are two types: the smaller Kitchen Knife and the bloody Meat Cleaver. One knife of particular interest is that seen in the "Little Big World" area of Constantine's Mansion. Partially covering the drain of the giant sink is a huge cleaver with no object collision that can be passed through.
Knives in TDS are about the same and can always be picked up and thrown. In some missions, they are made of wood.