Metal Gear Solid: Portable Ops/Snake?

Snake has been captured, and you need to find him. Put spies in every location, especially in the Silo Entrance and wait until you get a report.

Silo Entrance
The High-Ranking Officer is located underground to the southwest. When you're done interrogating him, you'll get a cutscene and return to the map.

Finding the Guest House
Again, put spies everywhere, especially in the Town and the Rail Bridge, and wait until you get a report. There are several ways to find where the Guest House is, so do as you wish. Whichever you choose you will first get a cutscene. The easiest way though is to go to the Rail Bridge.

Rail Bridge
The Secret Document is located in the southwest building, after this you'll get a cutscene and return to the map.

Guest House
Snake is located in the basement, accessible from the outside of one of the two buildings. When you start, go straight (a bit to the left so you go down instead of staying at the same level), then when you can make a left, there will be a door leading to the basement. After you've reached the objective, there will be a cutscene.