GoldenEye 007/Bunker 2

Recover CCTV tape
The CCTV tape is in the same room where Bond spawns in the first Bunker mission.

Escape with Natalya
The key to Natalya's cell is held on the guard in the cell area. Kill him to get it. It is best not to leave Natalya out until you have killed all the guards in the level, so she can't be killed.