L.A. Noire/Armed and Dangerous

After a short narration, you'll get another call while driving the patrol car. This time it's a 211 in progress at a Westlake bank with shots fired. After taking the call, head to the location objective marked on your map. This short chapter will introduce you to gunfighting.

Westlake Savings & Loan
As you drive up to the bank, you'll start taking fire from the robbers. Hop out of the vehicle and grab the shotgun from the trunk, then take cover behind a nearby truck and start shooting the bad guys. They start out in the open, but after trading a few shots they'll retreat back into the bank. When they're off the street, break cover and run up behind one of the cars in front of the bank. When you can get in closer, take cover right outside the door to the building and finish off whoever's left from there.