Level portal location (hub access): Old West - To the right of the sheriff's office
When the level starts you'll be on the back of a speeding set of train cars.
Pants - Flight (Superman), Heat ray (Bad Cop)
When the level begins, fly left across the large gap to find a golden hatch that can be melted open. Drop down inside and you will find strange coloured discs on the wall, a treasure chest and a safe. Melt the gold bars near the safe and rebuild it from the pieces. Melt the door off the safe and use the parts to make a panel in front of the discs on the right hand side.
Now, three of a kind in a vertical line (remember that both can be facing two different ways yet only one direction is right). Look at the image to get a better idea of the solution. After the you get it right, the pants will exit the treasure chest.
Minikit 01/05 - Flight (Superman), Rainbow blocks (Unikitty)
Go the same direction as last time (left), flying over the gap between the train cars. At the end of the train are some rainbow blocks that Unikitty can destroy for the first minikit.
Move along the carriages, dealing with the robo police that get in your way. You should reach a blue connector shortly that gets blown up by a jet-pack robot. Clear the enemies around you and then swap to Emmet to repair the connector. Once the train is back together, swap to Vitruvius and stun that pesky jet-pack robot.
Minikit 02/05 - Flight (Superman)
When you reach the train car with a huge pile of logs on it (just past a master build point with a flying robot), swap to a flying character and fly up to the top of the logs for the second minikit.
Then, use the master builder spot to combine the robot and other parts into a catapult and smash those logs out of the way (sucks to be that robot). Keep moving along the cars until you reach a dark green one. Swap to Emmet to use the switch on the right and open up the door for the trio and then drill the cracked panel inside. The demolished parts can be constructed into a trampoline (wheeee).
Bounce onto the top of the car and keep moseyin' along (smacking down the police robots that get in your way). You'll reach an acrobatic jump point shortly and have to swap to Wyldstyle. Jump onto the pallet and then press Y to enter the crane. Hold right to move the pallet onto the same car. Bad cop will show up and try to put a crimp in your plans but instead opens up the path forward.
Move up to the car he blaster and use the fallen rubble to reconstruct the side panel of the train. This will drop down, giving Vitruvius access to a socket for his staff and Wyldstyle a whole bunch of acrobatic stuff to do.
Minikit 03/05 - Flight (Superman) or Acrobatics (Female character)
As you move along the purple railing on the side of the train car a large chunk will be blown out of the side, revealing the minikit. Just jump in and grab it (pretty hard to miss).
Spin and jump your way across the rails until you can board the top of another carriage. To the left is a water hose without a handle. Guess what we need to find. Head right, re-purposing any police robots you meet until you see the crate with the green handle embedded in it (right next to the far right panel). Smash the crate, grab the handle and head back to the hose. Slot it on and cool things down a little.
Travel down to where the fire was and rebuild the crate into.... well a crate... just stair shaped. Push it down to give the guys access and head all the way back to the right. When you get there swap to Emmet and lower the panel between the cars by bashing (I mean repairing) the switch next to it. During this next sequence, missiles will be fired into the cars and will leave gaping holes which are easy to fall through when you are fighting enemies.
Slow down and watch for the targeting reticles and it won't be a problem. Don't want to lose those hard earned studs. At the end you will see a construction pad and jump point for Wyldstyle. Jump up to the railing first and grab the instruction page. When you do the carriage will burst into flames (this is the carriage for the collectible below). Drop back down and construct the lift with Emmet. Take control of Vitruvius and take the lift for a spin. Walk across the blind courage beam and drop down to the car beyond.
Minikit 04/05 - Flight (Superman), Extinguisher (Blaze firefighter)
When you have to move across the flaming car as Vitruvius (or just fly by as Superman), this is where the minikit is but it cannot be reached yet. Shortly afterwards when you master build a set of brakes, head back to the flaming car. Fly down to the small ledge just out of the flames and swap to a character with an extinguisher. Douse the flames and grab the minikit.
A second train will run parallel to you all of a sudden, allowing you to jump over to it. Sprint along (avoiding the missiles) until you reach a master build point. This creates a set of brakes that align the trains for the rest of your party to make it across. Swap to Wyldstyle and use the jump point to reach the upper area. Then jump to the other train and kick the ladder down. After some bickering it turns out everyone is still alive and Emmet can drill the cracked slab at the front of the car. This gives you the parts for a bridge across the gap to a car with green doors.
Minikit 05/05 - None
When you reach the train car with green doors (after drilling and building a bridge across) a hole will be shot in the roof. Drop down into the hole and move to the far right side of the car. Behind the green door on the right is the minikit, hidden from view.
Keep pushing forward until you reach a master point. Build the ramp and the level ends.
The Special - 48,000 studs
Obtain the above amount of studs to complete The Special and receive a gold brick.