High Noon Saloon
After destroying the Nexus, call up a ride and head to the Old West (You can switch to free roam here, but it means sitting through that camera swoop of Chronopolis every time you start up again).
Once you reach the right milieu, head into the corner saloon.
You'll run into Old West Cap and Modok. Kick things off with a good old-fashioned brawl. You don't have to smash the non-combatants, but it helps.
You might as well snag the minikit under the stairs, stage right, while you're here.
And, since you have Rocket, you might as well take those stairs up and fix the pile of blue junk there.
The robot it creates is worthless, but the minikit behind it is just fine.
Smash everything else throroughly, and be sure to press into occluded corners looking for studs. There is, for instance, a purple stud just visible behind the bar downstage left.
When ready to proceed, smash the bricks right in front of MODOK's stage, and use them to build a gramophone on the big box left.
Have Rocket charge it up to start the fight.
MODOK is a fairly straightforward enemy- he'll bop around the room while goons periodically charge in to hassle you. Prioritize the goons- their pistols can be dangerous in large numbers. When they're clear, take to the fight to MODOK himself.
He can bounce back melee attackers, but this does very little damage. Do avoid his beam and distance weapons when he deploys them.
When he reaches half-health there will be an 'intermission.' Kill the unarmored foes first, then take out the silvered goons with Rocket's grenades.
When they're all dead, acrobat-swing up the posts over the stage. Reaching the top one will drop some pieces.
Build them into a cannon and fire it to bust through the backdrop,bringing MODOK back.
You also have access to all three silver chests on stage now. Blow them up with Rocket's grenades and build the pieces into plyboard cacti. Build all three for a minikit.
Otherwise, this phase is much like the first phase. Keep dodging blasts and dealing hits until MODOK throws up a spherical amber shield. Then use Drax to smash the cracked panel downstage center.
Gamora can use the revealed deflect panel to send MODOK's beam right back at him.
He'll spin away in a tantrum, busting up the barricade on the stage right balcony. Push the barrel up above down on his head.
Then he'll be vanquished by chickens. As one is.
But no time to celebrate- Rocket and Groot are kidnapped, so the action switches to Star Lord and Kid Colt, who need to speed-mosey on after them. Board the train in cutscene, and then destroy the balloon clip here with Kid Colt's dynamite.
Proceed to the next car, where you'll be attacked by charmed snakes. Swing past them using the bars on the side of the car.
Smash the charmer and his boombox, then build a grav booster out of the pieces, which you can activate with Star Lord.
This creates a bridge to the next car. Cross over to confront two flame-throwers. Dizzy them with gunfire, then use bombs to finish them off while they're vulnerable.
Next you jump through some flaming hoops. For some reason these seem easier to clear as Kid Colt.
Next is the party car. Smash everything, but note the grav booster and trapped Stan Lee at the end. Activate the former to free the latter.
Assemble the smashed pieces back into a red trampoline, and slide that to the center of the car to jump up top.
A second balloon clip is here. Destroy it.
Move forward and use Kid Colt's dynamite to de-armor the two goons there.
Then use his lasso on the hook below.
This creates a bridge to Captain Corbett. Note that the final bunch of balloons is at the end of this bridge.
Corbett himself is nothing special, just smack him around until he flees.
Run along the seesaw to lever it right-way-up, then jump over to the bear cage, and build a grav booster with the pieces there.
Have Star Lord jump in the cannon, then use Colt's pistol to shoot the firing cap.
This leads to a cutscene which ends the mission.