(the screenshots referred to below are broken)
You start with the Spy and the Thief in a hole. Come out. There's a lone Soldier in the room. Distract him with cigarettes and knock him out. Let the Spy wear his uniform. There are rooms on either side, but you can ignore them. Move your Spy outside (the building).
Refer to the screenshot. Distract Guy #1 with your Spy. Take out Guy #2 with the Thief and drag his body inside. Now, get the Thief to hide at (A) (the small niche). Drop cigarettes near (A). Now, "un-distract" Guy #1. He will start moving and get lured by the cigarettes. Take him out with the Thief and drag his body inside the building.
Let the Thief remain inside the building. Draw out Guy #3, by placing cigarettes at (B). Move your Spy to (B) also. When Guy #3 reaches that spot, distract him with the Spy. So now, Guy #4 will come to pick up the cigarettes instead (he and #3 will probably stand right next to each other, but no worries). Bring out your Thief and knock #4 out. Tie him up. Knock out the blissfully distracted #3 and tie him up too. Take both bodies inside the building. NOTE: Same strategy applies if the order is reversed (i.e., if Guy #4 sees the cigarettes before #3 does). Also, if Guy #4 doesn't see the cigarettes at all, it's still ok. The important target here is #3.
Refer to the screenshot. The Spy's path is shown in magenta, while the Thief's is shown in cyan colour. Move your Spy to point (C) and distract Guy #5. Now, crawl your Thief (make sure he's lying down) along the cyan coloured path to point (D). Now, stop distracting #5, and instead, move your Spy over to distract #6. Observe #7's field of view. When it's safe, move your Thief from (D) to (E) (this bit can even be done standing up and running, but remember to lie down at (E) otherwise the Thief will be noticed by Guy #8).
Likewise, when #8 is not watching, move the Thief into the train. The compartment on which #8 is standing has a soldier inside. So, it's easier to just enter the compartment under #7. Once the Thief is inside, you can stop distracting #6 and get the Spy to enter the train too (just make sure it's the same compartment the Thief entered). Mission accomplished!