Goodbye My Sweet is a bonus video that can be unlocked in two parts while playing Sly 3: Honor Among Thieves. The first part is unlocked after completing Beginning of the End, the second part is unlocked after attaining a 70% completion rating.
At the Safe House in Paris, things are pretty quiet. Bentley is working on his inventions, Murray is working out and Sly Cooper is busy scoping through the local newspaper. He soon comes across "The World's Most Expensive Bavarian Chocolate" which was being sent to a museum on the transport of a train with Inspector Carmelita Fox and her ape mercenaries on board as security. Obviously eager to take a shot at the chocolate, Sly goes to the Thievius Raccoonus for tips. He comes across his Victorian Londoner ancestor Thaddeus Winslow Cooper III, who has a section in the book called "Disguise, Deception and Charm." The Cooper Gang plan out their train robbery will proceed and set off to the train station where the chocolate and its guards are boarding.
As Sly recons on the unknown guards below him, he spots Carmelita holding a briefcase, most likely containing the chocolate. As Sly changes into his disguise and prepares to fool Carmelita, Murray and Bentley change into what seems to be a happily married couple and they all board the train undetected. On board the train, Carmelita takes a seat and places the key protecting the chocolate in the top pocket. Sly enters the carriage that Carmelita sat in, he subtly takes her hand and kisses it, then walks off as if nothing ever happened. Confused for a brief second, she watches him leave, then realizes that her top pocket has a flower in it and the key is missing. Turning towards Sly's direction, he points out he has the key and closes the door behind. Shocked for a brief moment, Carmelita slowly begins to smile as she's about to get a challenge...
Bentley and Murray are very close to the carriage that has the chocolate on board. Pretending to pose for the guard that's at his post outside, they quickly take him out. They walk up to the chocolate as Sly jumps in and grabs the chocolate and leaves his infamous calling card. Carmelita breaks the door down with her ape mercenaries and spots the calling card. Sly and Murray leap on top of the train carts, Bentley stays by the carriage controls. Carmelita and her apes climb on top of the train as they enter a dark tunnel. As the train leaves the tunnel Carmelita realizes that all her guards are knocked out and Sly and Murray are standing tall. Bentley quickly detaches the train cart that he, Sly and Murray are attached to. Carmelita watches in anger as they part.
The gang head back to Paris, to go into hiding and to enjoy the chocolate, while Carmelita is shown in the newspaper being badgered by the paparazzi for her failure to protect it.
- Chronologically, the heist could take place either sometime before or directly after An Opera of Fear. This is based on two things; one, Bentley is in his wheelchair, so it takes place sometime after the end of Sly 2: Band of Thieves and after he was taken from the hospital by Sly and Murray in The Adventures of Sly Cooper, issue 2; and two, Murray is part of the gang (though there are no additional members, barring it from being anytime after Rumble Down Under). Therefore, it takes place either between Bentley's rescue and Murray's departure, or between Murray's rejoining the gang and desiring to gain permission to leave his dreamtime training from The Guru.
- In the opening scene, there are several callbacks to Sly Cooper and the Thievius Raccoonus and Sly 2, including the hat that belonged to Raleigh, a slot machine from Mesa City, a chicken voodoo doll from Mz. Ruby, a box of fireworks from the Panda King, a forged painting of Dimitri Lousteau, a turban with a ruby that belonged to Rajan, and several clue bottles.
- The car Carmelita is first in is shown to be next to a car with a log, but when Sly leaves the car, it is shown to be another car with a door.
- After stealing the chocolate, Sly and Murray are shown just jumping off the car where it was first stored. However, Carmelita is then shown jumping from the left despite being in the car seconds earlier.