After fleeing The Contessa's mansion, the gang travels to Jean Bison's headquarters in the hopes of stealing the Clockwerk Lungs and Stomach. Jean Bison has been using them to make the engines of his trains run 24/7.
It's time to recover the stomach, but there's a big problem - Neyla is back!
With the successful outcome of the heist, all of Jean Bison's Clockwerk parts now belonged to the Cooper Gang. In addition, they managed to put Bison's three Iron Horse trains out of commission and shut down spice shipment across North America.
The vault in this episode is opened with 1-2-9, and gives you the Music Box which causes guards to fall asleep for a short period of time.
The end credits for the game ends with the theme music for this level.
This is the first and only level in the game in which the music for the inside is heard when you're outside (during the train missions).
This is the first level to take place in the daytime.
Bentley has Iron Horse 2 & 3 mixed up in his slideshows because in the second slideshow, when he goes over the plan for Iron Horse 2, it is Iron Horse 3 that he is showing. In the final slideshow, when goes over the heist, it is Iron Horse 2 that he is showing. Not to mention that the handcar is also on the same route as Iron Horse 2.
When Sly has to hop onto Iron Horse 2, the train moves in the opposite direction it normally goes.
When watching the trains move through the main hub, you can see that there are no links between the train cars, making it look like they are moving on their own.
When not on a job, the trains can be interacted with. While in the hub, the trains aren't much larger in height and width than the Cooper Van, whereas when inside of them, they are much larger.