Thought I'd go ahead and list the checkpoints.
There are two tourists, and you meet them on five different occasions.
Thanks to JStryker416 for pointing out that these need to be done in order. If you don't see the Ex-Cop in act 2.4, he won't spawn in 7.4 etc.
- Chapter 2.4 - Ex-Cop
Kill the guy who has just executed a civilian. Fight through the club. You'll exit the club and find a mural of two girls kissing. On the opposite wall are 3 doors, one of them has a green light. Approach it to trigger a cutscene with the retired cop.
- Chapter 7.4 - Ex-Cop
Walk up the steps and on your left you'll see the retired cop in a building under the banner "Anjos Do Morro". Approach the window and you'll trigger a cutscene.
- Chapter 7.6 - Tourist
After shooting your way out of the bar and the corridors in the back. Before leaving through the pink double-doors, in the room to the right the tourist is hiding under the bed. Walk into the room and alongside the bed to trigger the cutscene.
- Chapter 13.3 - Tourist
Move through the cells until you see a guy in white shorts die in a door way. Go through that doorway and turn left, run to the end of the corridor. The cell in front of you is the tourist's cell. If he doesn't spawn (as he didn't for me) you'll need to do a 180, go to the end of the corridor and make two lefts. Kill the two guards here, then return back to his cell.
- Chapter 14.3 - Retired Cop
Kill the guards in the hallway at the top of the stairs. Go forward, take the first right (there is a guard here) and then after killing the two guards in this hallway enter the locker-room through the doors on the right. Head to the bathroom stall on the right hand side of the room and approach the door to trigger the cutscene.