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Nightfall: Tick Tick Boom
After the cinematic, run straight and swap your Hammer of Dawn with the shotgun near the dead body on the corner. Turn right, and move until you reach another moment fo split-up.
Cross the makeshift bridge and continue moving until you reach the blockade. Enter the doorway to your left, take some ammo and grenades and wait for the cinematic to end. Now you will have to fight against a new type of enemies - Boomers. Those are basically much bigger and tougher, albeit slower Drones armed with a Boomshot, Gears of War rocket launcher. The mechanics of this weapon hold no surprise - massive explosive damage, slow reload. So defeat the Boomers using the cover carefully, then proceed through the corridor and pick up the ammo. You can also grab the rocket launcher, but be advised that you can only carry around small amount of ammo for this gun.
Turn left, proceed to the next room, fight off some Drones and go to the corridor where they came from. Continue moving until you find an openable door, get through it. Take the ammo if needed and prepare for a tough fight. There will be a sniper on the second floor of the opposite building, as well as Drones coming to attack your friends to the left and you. Fight on and enter the doorway right from the building. Move carefully, as there is a Troika gunner in the building as well as Wretches and Drones.
You have only one option of moving and it's straight ahead. Run till you reach the end, take the grenades here and get up, using the debris as stairs. Enter the building, take the ammo and continue on your way. Here you can help your teammates down there when they face the Boomers. After the fight, enter the corridor to the left from the entrance. When you turn left, take cover immediately as some Drones will come to intercept you. Continue moving until you reach the stairs. Get down there, take the grenades, get out into the street and take cover. There is a sniper on the second floor at the other team's side.
Run across the street and enter the building. As said previously, there is a Troika gunner in the building as well as Wretches and Drones, so be careful.
After the fight for the building the team will unite again. There is some ammo near the Troika. Go to the left, kick the door, then wait for it to be opened. Continue moving, pick up some grenades, and go to the lowest floor to get the thirteenth COG Tag - it is under the coach, near some ammo.
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Get out on the street and take cover. There will be a Boomer and lots of Drones, so fight carefully. Try to take the Boomer out first and don't forget you have grenades. Cross the street and turn right, moving along the buildings and fighting off enemies. After the fight, pick up the ammo and enter the building.
Run onwards, fighting off Wretches, until you find yourself on the street again. Go under the stairs and you will find the fourteenth COG Tag. Pick up the ammo and continue moving. Soon you'll find yourself in another battle against a Boomer and some Drones. Defeat them and take the street to the right.
Run forwards, grab the ammo and grenades and take cover immediately afetr the dialogue, as the Drones and Wretches will move out against you, supported by a Troika. Try to get behind the open door of a car and toss a grenade to the gunner. Use every moment the enemy is not shooting to get closer by moving from cover to cover. There's also an emergency hole at the end of the street, so try to close it up.
Continue moving until you reach the Stranders camp. The fifteenth COG Tag is located behind the boxes across the street. When the gate opens, walk straight in. Continue walking as the dialogue starts up - you will not be able to run. You can press Q at various moments to look at the Stranded, but there will be no threat whatsoever until you reach the end of the street and the chapter concludes.
A Walkthrough for Gears of War Act 2 that contains tactical advices and locations of all COG Tags in the game.