In Commandos:Behind Enemy Lines its the most silent way to kill an enemy soldier.
While killing enemy soldiers with the knife the player must be careful where he does it because the enemy can hear the killing take place. Another very important thing to remember, while using a knife with the Marine is to pick it up after thrown.
In Commandos: Strike Force the Green Beret and the Sniper carry a knife (in which the Sniper takes the Diver's throwing ability). However it is not so necessary to use it since the game is not based on stealth as the games before it.