If you're expecting Cuba from the N64 version and movie? That's been done already. So Nigeria is chosen to give a more epic finale. Also you won't believe the length you have to go through to finish this game.
Note that while, in the 1997 game, Natalya accompanies you, in this one you are alone since Natalya had been captured by Trevelyan.
Not like Rambo[edit]
You start off after the plane crash. You can choose between stealth or shoot. Perhaps people's favourite gun? shotguns. Only use it if you prefer to go guns blazing. Most of all, look out for turrets. Try to find good spots to hack terminals so their turrets can be used against them. Not to spoil the game but Xenia won't be killing you in the beginning, thankfully. If you played the N64 version, you'll have a hard time shooting her to death with the turret in the way.
Avatar (sort of)[edit]
If you gone past the caves and the waterfalls, you should be near a building by now. Take a good look around and plan your way through into the building. You'll be lead to a large trucking area with two barriers blocking off. Also there's turret controls as well. So try to go through either buildings and hack either of them, then clear the last at the end.
The Final Stretch[edit]
There's trucks and lots of cover area so no time to be stealthy. Take your time and try to reach the final part with a final building and a big area where the land to air missile is. Time between cover and moving to the next area until you reach the missile part that you've seen in the Airfiend level before.
Hand to Hand Combat With Xenia[edit]
Just before you hit the button, Xenia comes down and attack you with her punches and kicks. Also kind of gruesome up close. This is a quick time event so make sure you hit the right button or you'll end up dead by her fighting skill. If you're successful, she'll be pulled by the helicopter and she falls for her spectacular death. Good thing she's not there at the beginning or it would've been anticlimatic. On a side note, this is the nod to the 1997 game except it's a more climactic ending for Xenia instead of killing her off somewhere at the start.