Yu-Gi-Oh! Reshef of Destruction/Chapter 4: Pegasus' Lair

This next section is tough, and most of the time, you'll find yourself forced into field changes, which mean only flying monsters can attack. Take preparations before you head to the cable-car, because you need to make the cable-car trip (complete with duels) each time you die.

Just to be safe, take as many Harpie Lady-related cards as you can, as well as her 3 brothers, and any other strong flying monsters you can get your hands on.

From the opening dialogue with Ishizu, get into the cable-car, and duel the Pegasus cosplayers, who interrupt Jounouchi's conversation. After 3 duels, the tram reaches the end of the line, where you'll be greeted by Panik (and friend). When prompted by Jounouchi, choose the top option to duel Panik, and the bottom option to duel the shape-shifter. I advise the latter. After the duel, Panik confronts Jounouchi, who proceeds to fight them off, letting Yugi and you sneak past them.

With Panik out of the way, you’re taken back to the World Map, where a new location (Dasoji Yoso), which is hidden located inside Pegasus' Lair. Head there right away, for a cut-scene with Pegasus.

When Peggy's minions appear, head left, up and then right, dueling along the way, until you encounter Para & Dox. Once again, you have the option of which to duel, and once again, the bottom option gives a slightly easier duel. After the duel, Yugi calls the Black Magician to dispose of them.

Yugi decides to hold off both Para & Dox, letting the player advance to Pegasus Castle (which is now added to the map)

After Simon Muran appears, enter the castle, for a message from Pegasus, and a duel with Bonez. No matter how many times you duel this imposter Bonez, he keeps coming back. The solution is to leave the castle, head to Italy, find the REAL Bonez, and duel him. Talk to Real Bonez, and you should hear a jingle, signaling the end to this silliness. Now, head back to Pegasus' Castle, and duel the imposter one last time.

Move through the door and beat Rex, and repeat the process, of Imposter - Original - Imposter, this time going to Canada, to meet Rex- And then the Galapagos for Weevil, back to Galapagos again, for Mako, Domino Plaza for Espa Roba, and finally, Domino Harbor for Mai.

After Mai is dealt with Ishizu conveniently shows up, in time to see Seto's inevitable reunion with Mokuba. Duel Mokuba and then Seto. Defeat them and get ready to duel Pegasus.

Win the duel, and all 3 Gods will attack Pegasus, causing the stone tablet behind him to revive, which seems to summon a giant mech monster. All of a sudden, Seto, Jounouchi and Yugi show up, and in a change of heart Pegasus hands Yugi the missing piece of the Millennium Puzzle which Keith had stolen earlier. With the puzzle back in one piece, Yami appears and calls forth various Blue-Eyes White Dragons, Red-Eyes Black Dragons and Black Magicians. Their combined power isn't enough to beat the evil of Naoki.

Once you finish this duel you will have now beaten the game. The reward for winning is a new location on the map (in the bottom-right), which consists of a room in which you can talk to (and duel) Yami, Pegasus, Seto, Shadi, Simon Muran, Bakura, Noa and the Marik-controlled version of Jounouchi (from Battle City).