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On your SECOND visit to Unatco HQ (the level title in the Legend menu is 03_NYC_UNATCOHQ, if you want to skip to it), after your first visit to Hell's Kitchen, run to the armory and put a few bullets into the glass in front of Carter. He'll pull an a How to break into the armory at UNATCO before Sam Carter lets you in along the course of the story.