Walkthrough for The Great Mexican Train Robbery of Red Dead Redemption.
1. Go to R mark in the Map to meet Reyes.
2. Mount up a horse and follow Reyes.
3. Wait for his distraction and then kill soldiers around the Yellow Mark with your Knife.
4. Take control of the Machine Gun and kill everything that moves.
5. Head to the front of the train and take control of the engine.
6. Go up the ladder to top of the train in the Yellow Dot and plant the dynamite.
7. Jump down to a safe distance.
8. Get back up the train and go inside.
9. To open the safe simply go with the guide and stop whenever the lock starts shaking. You can start over by going to 0 if you didn't stop immediately on the shaking lock.
10. Get out and get back to Reyes in the Blue Dot.