After watching the cutscene, drive to Unity Station, and stop in the red marker to trigger the next cutscene. After this, quickly hop onto the Sanchez, and follow that train. STAY WIDE of the train! The best position appears to be on the outside of the right hand tracks. If the train is to the left of CJ, stay far right! Smoke has to shoot this way, eventually, he'll probably kill two or, if you're lucky, three Vagos. If you are too close to the train Smoke will be shooting the train, not the Vagos. As Smoke shoots you can look left. If a Vagos is shaking Smoke is hitting him.
The Sanchez is quite slow when there are two persons riding it. When the train gains more speed, it is quite difficult to catch it if you fall behind. So it is best to stay a bit ahead of the train, and carefully slow down if you get too far.
The train will hit a car at some point, and the car explodes. At that point it is best to stay a bit behind of the front part of the train. Also if you are too far right, you will hit the exploding car.
There are a couple of oncoming trains, Smoke will warn you about these. You can easily avoid them by moving a bit right from the rightmost track. You can also ride between the two trains, but this is rather risky.
After the tunnel you find that the rightmost track is blocked. Smoke will advise you to take the path up the hill. Stay close to the edge of the hill, so that Smoke can keep shooting the Vagos. It helps to practice before you start the mission, in order to learn the terrain.
Here's a good strategy: After the tunnel, drive far ahead of the train and then gently get off and wait for the train to come (doesn't matter if you're on the hill or ground). Get ready to aim and shoot the remaining Vagos. If you're in luck and have good skill you should've killed all the remaining Vagos, if not, hop on the bike and floor it. Smoke will do the rest of the work.
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