February 11th, 1945
Vito wakes up to find a note from Joe that says to meet him at Freddy's with a gun and some lock picks to talk about a big job he has lined up. At the bar, Henry Tomasino explains that a guy who borrowed money from Alberto Clemente to buy a jewelry store isn't paying him back fast enough. The plan is for Vito and Joe to rob the jewels by sneaking in after dark dressed as phone company employees.
Later that night Vito and Joe go to the mall and rob the store, but as they were finishing the job Brian O'Neill and his gang drive a van through the window in order to rob the place themselves. Just as the two groups begin firing at one another, several police officers show up and everyone scatters to get away. Caught between the police and the O'Neill gang, Vito and Joe head to the roof and make their escape by crossing over to a neighboring building, reaching safety just in time to see the O'Neill gang being arrested.
Get dressed and head out of Joe's apartment. Before you go outside, head all the way down the stairs until you reach the bottom, where Playboy magazine #7 is on the ground. Drive to Freddy's and listen to Joe and Henry lay out the plan, then get in your car with Joe and drive to the mall. Follow your map icon to the glowing door where you will need to pick the lock, then watch the cutscene of the O'Neill Gang busting in and the police showing up.
Once you gain control, follow Joe through the mall and cover him while he picks the lock on the stairwell door. As you go up the stairs you will find Playboy magazine #9 on the first landing by a box of books. Immediately after that, turn left as you go through the door and you will find Playboy #2 under the stairs.
Continue up the stairs and cover Joe as he picks another lock, then head out onto the roof. Continue following Joe, fighting off the police as you go, until you enter a rooftop structure. In there you'll find Playboy magazine #8 on the floor. Once you're back on the ground and have seen the police arrest the O'Neill gang, turn right as you leave the alley and steal a car to get away. You'll have a wanted level, so you can either head to the nearest clothing store and change or just drive back to Joe's place and end the mission, where you will receive the Night Shift achievement.