The following notes are not walkthroughs. They are tips for Xbox users who are having trouble getting through a mission.
Luck Of The Irish
This is a pretty easy mission where you learn to be a sniper. You don't need to worry about beefing up your armor or ammo. It is time sensitive since you have to protect your guy when prompted to do so and you must take out the guy in the truck before he takes off, but you have plenty of time to do both, just don't get rushed and miss.
Blow Your Cover
This mission is pretty straightforward.
Snow Storm
Have full health/armor and ammo, including grenades and sniper rounds. This mission is not time sensitive until you pick up Elizbeta's package, then you got to get the heck out of Dodge.
You can use one of two approaches to get to that point.
Approach #1: This is the most obvious approach. As soon as you get control at the scene, use a sniper rifle to pick off the guards outside. Just crouch down and they can't get you from that distance. Then move to your left, facing the front of the building and try to snipe guys inside the front right room. There will be a couple of guys on floor level and a couple more up in the rafters, so you may have to move around some to be able to see them.
Once you have done what you can from outside, change to an automatic weapon and go to the front door. Keep watching for the guys up top in case you didn't already get them. Then keep advancing doorway to doorway taking down the Bad Guys (BGs) with automatic weapon fire and grenades.
As you stand at the front door facing in, you are standing in the front right of the building. There are a row of interconnected rooms off to your left. When you get to the left doorway, you can look through all the doors to the front left room of the building.
In the back right of the building, just beyond the room you are facing, is another room and to its left is a hallway all the way down to the back left room of the building. The last door off the hallway before that back left room is where the stash in, guarded by two guys behind cover in the back of the room, so however you fight your way in, that is where you must end up.
Approach #2: After the cut scene ends, you will be in a parking lot in front of a building which has an alley beside it with a short brick wall running down it. Go down along that wall until you reach a break in it and cross through (or just hop the wall). Go until you find an opening in the fence and head around the right of the target building. You will see all kinds of supports and junk, but at some point you will see a wall ladder on the other side of such junk.
Go up the ladder and you will be on a covered part of the rafters behind some kind of A/C unit or the like. You will see two guards, both with their backs to you, one much closer to you. Take him out with your automatic rifle and the lock on and shoot at the other one. Dead or not, he will go down and you don't have to worry about him again.
At this point you could drop down into a room and battle your way into the room with the stash, but why hurry and take unnecessary hits. A couple of guys will come up and try to get you, but you should be able to pick them off.
As we will see later, you don't want to have to kill any more of then than necessary for you to be able to get into the stash room. Once it appears you have scared off most of the BGs (a grenade may help, but don't blow yourself up), drop down to the ground floor.
Ideally, you would like to toss a hot grenade into the stash room before going in, but at best you'll get one of the two guys. Take out the other one as you see fit. Take the armor/health you'll find in the room, then pick up the stash, will cause a cut scene to play out.
The escape from breaks down into two parts: getting out of the building and getting away from the cops.
The Great Escape, Part 1
As soon as you get control again, you will find that the area is swarming with cops. There is a video online of Niko jumping up and getting out through an upper window. This cannot have been in the Xbox version. Despite all the objects in the building which you can climb on top of, none of them lead to a window exit.
If you took approach #2 and let some BGs live, the payoff is that they will also be battling the cops (but they will still shoot at you too, so don't think that they are your allies).
The easiest approach is run down the hallway described earlier, not through the interconnecting rooms. You may have to pause to knock out some BGs or cops, but your main goal should be to get out of the building ASAP.
When you get to the last room at the end of the hall, you can look through the door to the front right room and through to the outside door. That's where you want to head, stopping to shoot only if you must (such as if someone is blocking the door). If you left some BGs alive, they should have cleared out some cops for you.
The Great Escape, Part 2
Again, an online video shows Niko running over to the water, hopping in, and swimming over to a boat on which he makes his escape.
We are not sure if that boat is really there for all players, or if someone conjured one up, but it really isn't needed.
The best way out is to run (out the door and to your left) around the corner of the building to where a vehicle as been left unlocked and running. Hop in from the RIGHT side (a cop is in the bushes on the left side) and turn left down the alley just on the other side of the short brick wall. This is the same alley we suggested running in on at the start of the mission. Sometimes there is a car parked right where you need to turn, slowing you down. If you see this when you first arrive, move that car before going inside.
The alley goes around to the right. At this point you can hit Pause and look at a map to see the best way to get to the longest straight street. Apparently, when you duck out behind the building like this, the cops lose track of you because it becomes very easy to get away.
If for some reason your experience is that the cops are still finding you behind the building, then you are in for one of the most difficult escapes in the game. You have no choice but to try to outrun and lose them. For starters, they are probably going to shoot out one or more of your tires. Then you will have cop cars coming at you from all directions and banging into your car to make you crash. Once that happens, these cops are very good at boxing in your car so that you cannot get going again.
If you can evade them long enough, you are probably going to have to bail out of your shot-up car, jump a few walls, and jack another car before they are back on you again. Then the chase is on again. If you are dexterous enough to be driving for your life and still able to press X to change to grenades, you may be able to drop some hot grenades on the pursuing cops. Otherwise, you just have to keep going long enough until the game lets you escape.