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 straight forward.
The Snow Storm
The training missions are over. This is a tough one. Have full health/armor and ammo, including grenades and sniper rounds.
As you stand at the front door of the target building facing in, you are standing in the front right of the building. The building has 7 rooms across the front and 7 across the back with a hall down the middle with a room at each end of the hall between the front and back end rooms, for a total of 16 rooms. The front row of rooms has connecting doors between them, so there are two ways to walk/look from the right end of the building to the left: down the hallway or through the interconnecting doorways.
This is a 2-story building, but most of the top floor has been destroyed and the bottom floor is open to the sky. Niko cannot get up to the remaining parts of the 2nd floor, even though when you go in, a couple of thugs are up there.
As you walk down the hall from the entrance, the last door on the right is the room with the stash, 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.
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 until you reach the stash room.
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) and keep going to your right until you reach the water. Continue until you find a gate in the fence. Go through it and veer right through bushes and continue 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. This is the left end of the building.
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. You can take the far one out with a sniper rifle, then immediately take cover behind the a/c unit, switch to an automatic weapon, and take out the close guy. If you do any shooting before you climb the ladder, the BGs up top will be waiting for you.
Before you drop down, you will be able to see some propane tanks down on the ground level. Shoot them to get them to explode and kill some of the Bad Guys. Then drop down in the room to your right. From outside, this is the far left, front room. To get to the stash room, go through the door to the next-to-last front room and then cross the hall into the next-to-last back room.
The doorway you go through lets you see through other such doors of interconnecting rooms all the way to the far (right) end of the building. BGs will be hiding along the way.
In theory, if you leave some BGs alive, they will kill some cops for you when they show up, but it may also turn out that they just get in your way when you try to escape, so you can either kill them now or not, as you choose.
Once you decide to go for the stash, you will have to deal with two bad guys who are behind cover in the stash room. You can toss a grenade in first or just go in firing.
Approaching the stash on the table will cause a cut scene to play out. You cannot pick up the stash and get to the cut scene as long as at least one guy is left alive in the room, so if you try that as a shortcut, you will just get shot up needlessly.
The escape 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 nor to still-existing areas of the second floor.
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 to go 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 as soon as possible.
Before you enter 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).
This can be a difficult escape. If you charge ahead too recklessly, you will probably get killed, but if you go too slow, cops will come at you from behind and from side rooms and you will get killed, so keep moving, but have your weapon up and ready to fire as you approach each doorway and try to watch behind you as well. If you are in bad shape, the front room next to the exit room has a first aid kit on the floor, but back in to get it so that you don't take more hits going for it.
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, and you will probably end up getting killed anyway.
The best way out is to run (out the door and to your left) around the corner of the building to where a vehicle has been left unlocked and running. Hop in from the RIGHT side (a cop is in the bushes on the left side) and take off
At one time it was possible to turn left down the alley just on the other side of the short brick wall and the cops would lose track of you. Either that was a random event, or a glitch which has since been fixed, but it does not appear to work anymore.
Either way, once you start moving it is not a bad idea to bring up the map and see how to get out of the area you are in, preferably to some place with a long, straight stretch of road you can zip down. Set a waypoint there and then resume your getaway. A good waypoint to set is on the north bridge east of Algonquin because a long straightaway leads up to it.
This is a pretty tough chase. For starters, the cops 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. Because a police helicopter is watching you, it is very difficult to get away. You just have to keep evading them long enough that the game lets you escape.