Start of by following Khan. He will lead you into the tunnels and past some large fans. Keep following Khan until he jumps down. Don't follow him straight away; instead go into the open doorway. After entering the room turn left and see the diary on the floor. Return to Khan and just follow him along some pipes and prepare for an ambush. After this ambush look to a room on the right for some MG ammo and filters.
Back to following Khan. After a while you will get to a point when you come across a ringing phone; answer it for a moral point. Yes you've guessed it, back to following Khan. After going for a bizarre swim you will end up trying to track down the baby Dark One. Look for the body of a dead guard. He has a safe key under him. Turn right; drop down and under the stairs is a safe. Enter the railcar with Khan to end the level.
Level The Chase
We start off defending our railcar. This is a level where you have to kill human enemies. Take out the guards until you jump over to the train. Move along the train, killing guards as you go. As you enter the carriage, to the right on blue plastic container is the diary. Continue through the carriage, killing more guards until you come across the baby Dark One. Watch a cutscene to end the level.
Level The Crossing
Begin the level by carrying the baby past some flames and up to a tree. After letting the baby go, walk down some stone stairs and take a right. After a short walk you will come across Watchmen and the baby will give you the ability to see better in the fog. Kill the Watchmen and head through the train carriage.
Make your way along and when you come to a point where you can either head straight on or turn right. Go down and head straight on taking you to an iceberg. Turn right and walk across quickly to the other side. The baby will climb up onto a car and start talking about clothes. Listen to this for a moral point. Now head up the slope and turn right walking under the bridge; go straight to the end passing a Demon corpse for a moral point. Whilst in this area also look for the corpse next to a pillar for a diary. Prepare to defend yourself against some Watchmen.
Head back to where the baby jumped up and turn right to walk up some stairs. Continue forward and follow your compass into a hotel. Follow your compass around the hotel, killing Watchmen as you go and eventually you will get outside and see a Demon fly off. Turn right into the train and the baby will turned up fully clothed. Listen to him. Go all the way to the end of the train and then watch the cutscene.
Now you find yourself on another iceberg. Get your compass out and run. You will be lead through a boat. It is red in colour and the middle is submerged in water. As you climb on board, look to the left and at the top is a corpse with a diary. Make your way across the top of the two train carriages and drop down onto the ice. Follow the structure around till you find a ladder to climb up.
Up here the baby will re-appear; follow him to end the level.
There is one level specific achievement on this, to make it across the Bridge without a kill. If you can achieve this you will also get a moral point. I have added a video courtesy of Maka91, but this is purely for getting the achievement. You won't be able to get any diaries or additional moral points.
At the start of the level turn left and walk into the small room at the end for a moral point. Now turn around; look for the slope on the left and climb up. The Watchmen will glow orange. Stretch out those hamstrings; it is time to sprint. Feel free to use your compass to help navigate.
Sprint forward until you see the large mound in front of you. Move around this to the right and keep running forward. Pass the pillar on the right side and run forward in a diagonal left direction. A Demon will fly along and take a Watchman out, run past this and keep heading down the centre of the level.
Continuing down the centre, run past the water flowing and into an area where corpses are around a fire. Next to the barrel fire you will see a doorway to enter. Upon entering this, look on the desk in the far corner to find a the diary. Head out of this room; turn left and run up the escalators.
Now go through the door and it is like a slalom, going from left to right through the barricades. Look for another enclosed area and on the left is a doorway. Within this room is a ladder leading up the next level; climb up.
Sprint along the middle, dodging the Nosalis who jumps out. When you reach the gap look up to interact with the zip line. After crossing the gap you will drop down. Turn around and look right for the glow of radioactive mushrooms. Head into this gap, along the train to end the level and hopefully unlock:
Complete the BRIDGE level without a kill.
Move out of the tunnel and head to the left. You will see an abandoned train and to the left are 3 garages. The first 2 have the doors closed where as the 3rd is open. Jump onto the vehicle and crouch to enter that garage for a moral point. Drop down and be careful for the wire trap on the exit.
Get your compass out to navigate through the Depot and into an area where you open a door to 3 guards, who will let you in. Top up ammo, etc while you are here. When you are happy carry on through the building and up the metal stairs and across the train.
The baby will talk about men eager to kill; drop down the left side of the train and hide in the room to the left with the bookshelves. Wait for the guards to pass, and you will want to make your way out into the room to drop down through an opening in the floor where the idiot guards were shooting for a moral point.
Follow this underground area around to navigate safely through to some metal stairs which take you back up. Turn left and look to your left for some stairs; head up these and knock out the guard. On the right of this guard is a wooden bridge to another lookout. Sneak across and knock the guard out. Now wait for the guard below to patrol and drop down to where the spotlight is. There is a door behind this; go through it.
Move forward and into the door at the end of the corridor on the right. Head up the stairs and as you reach the top the baby will unblock the blue door allowing you to open it.
In this next area turn left into the toilets and in the far left corner is a small gap. Walk through it to find the diary. This area has a number of guards who are pretty easy to take out. Due to how spread out they are feel free to dispose of them in any order.
Once this area is clear, head to the doorway at the end and go down the stairs. At the bottom of these stairs, turn left and left again to find the pathway to progress. Moving along the vents you will find some small wooden stairs; head up them. Take out the guard immediately in front of you and the one to the left.
Now turn around, and three guards are talking about the ranger. Wait till one shouts "shut the hell up and focus" and edge forward causing them to move away. Take out the guard that walks off, then the one looking over the hole in the ground. Jump down into this hole for a moral point and knock out the guard who is in there.
As you get to the end of this tunnel there is a ladder; head up and hide. Wait for the guards to finish talking. Now hug the wall to the right and sneak into the back area and take out the guard. Move forward into the next area and dispose of the two guards who should have their backs to you. Continue along the corridor through a destroyed server room and open the blue door leading to another room with Russian snipers.
Head around to the right of the room and onto the side of the train via the small wooden steps. Wait outside for the guard to pass, then knock him out. Move to the left of this carriage and head across into the next carriage. Wait till the guard moves back into the carriage and knock him out, then take out the guard crouching near the window. Quickly sneak across to the opposite side to take out the guard. Now use your compass to face the correct way. Stay in the shadows and knock out the remaining guards you can see. Head up the stairs into a room.
Open the blue door and watch the cutscene. When you have the option knock out Lesnitsky for a moral point. You will also unlock:
Find out about the Reds' plans.
Follow your compass to end the level.
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