BioShock 2: Escape the Atlantic Express

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Alright, so Tenenbaum's just given you a crucial task: you need to hold off the Splicers while she and the rescued girls make their getaway. It's a bit of a mad dash, but we'll get through it.

Walkthrough

1
As soon as those gates swing open, you need to bolt through them. Don't stop to admire the scenery! Immediately after passing through, look between the gates – you should spot a Health Station. Hack it quickly; every little bit of health helps, and this one's conveniently placed.
2
After hacking the station, fall back behind the perimeter you've set up with Trap Rivets. Even with the rivets and that hacked Security Camera you should have, you're still going to have to fight off a good number of Splicers.
3
When they come at you, your best bet is to stun them with Electro Bolt. Once they're reeling, aim for the head for a quick kill. It's efficient and saves you precious ammo.
4
Once the very last Splicer falls, Tenenbaum will thank you. She'll explain that she has to leave to help other girls and that an ally named Sinclair will be your guide to Eleanor. She'll then wish you good luck and depart.
5
Shortly after Tenenbaum leaves, you'll be contacted by Sinclair himself. He introduces himself as Augustus Sinclair, Esquire, and mentions that he and Tenenbaum are both interested in Fontaine Futuristics, where Eleanor is being held. His immediate instruction is for you to take the train to Ryan Amusements, which is the next major area.
6
Once Sinclair finishes his transmission, it's time to do some serious looting. Go back and collect everything from the Splicer corpses you just dealt with. Make sure you thoroughly search the entire area where the train is waiting.
7
You'll find another Circus of Values to hack, and a second Health Station. Don't miss these opportunities! Also, keep an eye out for an Audio Diary sitting on a bench near the train – these are invaluable for lore and sometimes useful tips.
8
Once you've looted everything and grabbed the Audio Diary, it's time to board the train. Interact with the glowing Switch to start your journey to Ryan Amusements.

Tips

Prioritize hacking the Health Station early on. It's a lifesaver when you're under pressure from multiple Splicers.
Don't be afraid to use Electro Bolt liberally. Stunning enemies makes them much easier to deal with, especially when you're outnumbered.
Thorough looting after the fight is crucial. You'll find ammo, EVE, and other supplies that are essential for the next areas.
The Audio Diary is often overlooked but can provide valuable context or even hints for future challenges.

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Escaping the Atlantic Express