The train continues on endlessly, but you'll see some interesting things in this chapter, like shooting from a tank's secondary weapon and fighting a unique enemy who is coordinating the efforts against you. Keep moving forward along the train, and pay attention to some of the cues the game gives you if you find yourself outclassed weapon-wise.
Through the tunnel[edit]
You'll start off right in front of a Wes - 44, and if you forgot to drop the RPG-7 and pick up another big gun, you might want to grab it for a couple guys up ahead. Jump to the second car and take the yellow rail around to the right, then jump up twice until you're hanging from the side. Stealth grab the guard wandering around up there, then climb up and take cover behind a little fenced off area with guns in it. If you got the Wes, a very powerful gun, you'll be in great position to take out the bad guys on the roof of the next train car. When they're down, move into the pen and pick up a Dragon Sniper, grab some cover and aim down the train. Take out the three bad guys that approach with the sniper rifle for easy kills. Next, jump to the coal car and start watching out for more signals. These ones are on top too, but they come on one side or the other, so you can just move out of their way instead of hanging off the side of the train. Two more guys climb up on the roof of the next car while you're up there, so take them out and continue on.
Climb over the side of the next car and enter it to get the 046Gilded Bodhisattva Statue in the front of the cabin. Head to the next train car and take out the bad guys within, then go forward and cross a flatbed with three jeeps on it. On the car after that you'll need to shoot out the lock and kick the door open to find an empty cabin. Head to the end and pick up the 047Tibetan Saddle Ring. The door back there is locked, so you'll need to climb the crates up and out of the roof of the train car. When you get up on top, you'll meet the closest thing to a mini-boss in the game. It's a special commander of soldiers that will send guys after you and who you'll eventually have to take on hand-to-hand.
A tough adversary[edit]
Right off the bat there will be a guy in the cabin of the train car ahead of you, and two more will climb up on top farther down the train. There's no real cover available up here, so just take them out, closest ones first. Inside the cabin in front, there's also one of the tough, black-armored guys with a shotgun, so consider using a grenade on him to soften him up or kill him. Head through the train car and jump to the next one, then find cover fast as there are two more guys up ahead. Beyond them, another black armor soldier approaches from the next train car. Take them all out from afar and keep going. Cross the next flat bed and jump up onto the hood of the truck when the commander orders one of the super-heavily armored chain gunners up to take you on. These guys can take a ton of damage even from the strongest weapons, so instead of trying to hit him directly, shoot the buckle of the strap holding the timbers together on the rail car in front of you. You'll probably need to take out the normal soldier between you and the chaingunner before you can do this.
When his heavy doesn't get the job done, the commander will call up another helicopter. You'll need some big guns to survive, so rush forward and jump into the gunner's seat of the tank a few rail cars ahead. You'll have unlimited ammo here and your job will be to light up the chopper when you're not shooting its missiles out of the sky. You don't have to be super accurate to defend against the missiles – just passing over them at all with the crosshair seems to work fine. Keep blowing missiles and firing into the helicopter until it goes down. As soon as that's over, you'll jump down from the tank and another firefight starts with some soldiers in the passenger car ahead of you. Take out the guy on the roof, then pick off the ones inside. There's another black armored guard in there, so focus on him first if you see him walking up to you.
Go through that car and jump to the one after it to fight the commander. He starts out at the end of the train, but once he takes enough damage, he'll a throw a grenade then rush you afterward. When he comes up and starts melee fighting you, perform timed 
presses to dodge his blows, then follow up with timed 
presses to counter attack. On higher difficulties you'll need to repeat the whole process one or two times to take him out. Once you do, you'll get your dagger back, just before they're after you again. You get away barely, but not before getting shot in the gut. You'll have to try something crazy to escape this situation.