From StrategyWiki, the free strategy guide and walkthrough wiki

• Grand Canyon: Destroy the generators, then take out the primary weapon.
• Washington, D.C.: Defend the E-3 Awacs from the aliens, then destroy the primary weapon.
• New York City: Take out the uplinks the aliens have set up to communicate with the other ships.
• Paris: Take out the generators that are not only on the underbelly of the ship, but on the ground, too.
• Moscow: Destroy the power stations that the aliens are using to power their shields.
• Tokyo: Destroy the squad leaders to get a clear shot of the primary weapon.
• Oahu, Hawaii: Take out the troop transporters that are defending the primary weapon.
• Las Vegas: Destroy the city sweepers that are being used to destroy the city.
• Area 51: Destroy the generators and the troop transporters.
• Mothership: Destroy the docking station, then destroy the main power source to win the game.