Memory 02: 02 Where There Is Smoke

First things first, head down the street to the target building. You'll find a few guards inside and, crucially, three hay bales you need to interact with. The easiest way to get in, and snag an optional objective, is to climb onto the factory roof. There's a guard up there you can take care of quietly before heading inside through the open skylight.

Once you're inside via the skylight, carefully maneuver around the support beams at the top. Look for a guard on one of the upper walkways. If you can get close enough, perform an air assassination on them – this is for the optional objective.

Inside the factory, you'll find about 3-4 more guards. You can either fight them or sneak past. Your main goal here is to find and interact with the three hay bales. One is on the upper walkways, and the other two are on the ground floor. One ground-floor bale is in the far west corner, and the other is against a wall right under the stairs, pretty much in plain sight of the main entrance.

After you've interacted with all three hay bales, head outside and find the foreman, who will be marked by your objective marker.

Chat with the foreman, and your next objective will be to hijack a fire engine. Luckily, three of these will pop up on your map, marked with yellow objective markers. Grab a carriage and ride over to one of them. When you're close enough, jump onto the fire engine and take control of it. Your job is to drive it all the way back to the factory.

Once you arrive back at the factory, park the fire engine outside. This will update your memory objectives.

Now, get out of the fire engine and head back to the factory foreman. After a quick chat, he'll lead you inside the building. Follow him up the stairs and into the office at the top.

Once he's got the reports, you need to get them from him. You have two options here: you can either take him out right there and loot the reports from his body, or you can follow him back outside. If you follow him outside, you can pickpocket the reports from him as he mingles with the other NPCs on the street.

Whichever method you choose, once you have the reports, just make your way out of the restricted area to complete the memory.