Bring Michael to the robbery site. At the Depository, swap to Franklin and burrow through the wall with the Driller. Plant sticky bombs on the cage bars located just after the hole you have dug up. Move away and detonate the doors. Next up, back the Driller up and away from the tunnel. Position yourself to stop the enemies from the tunnels behind you. The first group will come from the south, while the next is from the north. Head quickly to the hole and hook up the cages to the chopper, then turn around to waste the guards going up the tunnel opening. Turn around and neutralize the enemies attacking from the hole situated above you.
Fly the choppers away using Trevor. Then the controls will switch to Michael. Move Michael and his gunner in cover down the walkway and go down the stairs. Use a rocket launcher to take down the helicopter.
With Franklin, continue ahead and hit another chopper. Change to Franklin and sweep the NOSE group moving along the walk. Inch your way down the next walkway. Run up the stairs, while staying together. Take a rocket launcher while running. Then atop of the stairs, hit the gunship.
Keep following the group down and around the building. At the garage, utilize the posts as your cover and survive the waves of enemies. Use rockets against the enemy vehicles when they enter, then use melee to reduce the opponents, but never destroy the getaway vehicle.
To lose the five-star wanted level, utilize the armored getaway vehicle to head offroad down the ravines and mountain sides to confuse the chasers. Stay out of sight, hide, and make use of the radar to avoid enemies.
To vaporize the Merryweather choppers, just get close to each and fly at level. Never turn sharply when getting close, simply stay straight. Move fast to avoid losing your companion's chopper.
Catch up to the train and drop off the gold. Just wait until it’s under the bridge, then approach it straight. Drop off the gold to finish the mission.