1. Escape from the interrogation room: easy, medium, hard 
2. Find Natalya: easy, medium, hard 
3. Recover helicopter black box: medium, hard 
4. Escape with Natalya: easy, medium, hard 

Once again, you're screwed. It seems that Natalya has gotten you in trouble again. Is she really worth it? 

A gun and a single round of ammo rest on a table in front of you. Pick up the weapon and the ammo quickly so that you're armed, and press A to switch over. If you're super quick, you can fire on the two Russian thugs before they even get a shot off. Pick up the guards's guns and a door key. Switch to the newfound DD44. Now, a thousand and one soldiers, thugs, KGB and other personnel, and anyone else you can imagine will flood to your doorway. This isn't easy past the easy level. Shoot the first two or three guys who show up at the door, and then run straight out. This takes some practice, and after several tries you should get it. You'll take a little damage, too. Whatever you do, don't stand around. The longer you stay in there, the less chance you have to escape. After about three or four guys appear, charge the door, head straight to the very next door, about four feet away. Open it and plug whomever is in your way. Run and keep going. 

You're now in a warehouse room full of crates and ammo. In the center is body armor. Run straight, grab it, and go the far side of the room, and then exit. Now stand at the bottom of the stairs our of harm's way. The guys who were chasing you will eventually come. You should have added to your arsenal a Klobb and a KF7 Soviet. We like the Soviet since it's quieter in short bursts, and a little more accurate. When they arrive, dust them and then wait. They come in waves. A few guys might come down the stairs as well. Keep an eye on the staircase, too. You can do this whole operation from the top of the stairs as well, but it doesn't work as well. 

Now (assuming you haven't already done so), ascend the stairs, open a door. There are three ways to go. To your right is one to two soldiers. Take an immediate left down another hallway, kill one soldier and duck behind come crates. Stand up, kill the second guy in front of you and then run in to the main chamber (or you can turn around and kill the guys behind you). But again, the trick is to be fast, not to wait until winter comes. After passing through the door at the hallway's end, you'll see you're in the main library. Turn left and enter a door (there is a staircase to your left but don't take it). More guards will arrive. Instead of taking those stairs (which lead to the attic), hug the wall to your right, and run to the middle of that room where a set of double doors is. To the right is a smaller single door. Open it. Natalya will be in there with two to three armed KGB members. Two to your right, one with Natalya on the left. Don't shoot her or the guy near her. If there are three guards, one has a grenade and he may set it off. Shoot the KGBs as fast as possible to the right but stay away from them. Natalya may try to escape. If she does, she may get caught, and she'll end up in a room near the beginning of the level as a hostage again. If not, she'll hide in the attic. The way to calm her is to instantly kill the guards in that room. Quickly shoot the guy who held Natalya and then quickly move into the corner of the room where the two guys were and reload. There you'll fend off as many as 12 soldiers. The battle will eventually end. 

Escape through the door you came through, careful to eliminate anyone else around, and quietly. Before you get Natalya (or is she's with you), make a B line across the big room and to the left. A set of double doors opens directly to the stairs that descend to the main room floor. Descend the stairs, and walk across the length of the floor to a doorway (to the left). Open it, take an immediate left again and open the second door. There may be guards to your right. If so, shoot them, quiet like. You'll be in the corner of another library type room. To your immediate right is another door; open it. You'll appear in a hallway with shining light. Run to its end, take a right, and enter the door. There's a guy in black who looks like a bad guy, but isn't. Don't shoot him! You'll meet Mishkin, who will have a discussion with you and then hand over the safe key. The safe is right behind him. Open it with the key and remove the black box inside. If Natalya isn't with you, retrace your steps to the attic. If she's not there, she was captured again, and you need to find her. 

Go to the observation deck above the main floor by ascending the steps you originally took. On the wall opposing you are two doors. Take this left door into a hallway. At the far end is where she is being held captive. Empty rooms should appear on your left (and occasionally one or two of them have soldiers in them). If you see a soldier, kill him quietly with one shot. When you get to the room, there are three men in thick dark coats and Natalya. Kill them all to escape that room. (That room also has a secret door. Directly opposite the door is a wall. Press B to open it. Cool!) 

Once you've found her, head back to the library observation deck. Once you've made it into that big area on the second floor, shoot out any one of the windows and jump through. That's it.