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Nightfall: Dark Labyrinth
Listen to the message, then pick up ammo to your left and right. Continue moving through the house. When you see a room to your left, enter it - if you continue running forwards, you'll be eaten by the Kryll. When the light turns out, immediately run back. Reenter the room when the light is on again. Kick the door out, continue moving and shoot some Wretches coming at you. See a wardrobe blocking your way? Shoot it to pieces and proceed forwards.
Enter the brightly lit room and turn left. Move forward, defeat some more Wretches and enter the room to your right. Continue moving, pick up the sniper rifle ammo in the next room and exit the building. The eighteenth COG Tag is to your right. Shoot the canister in the car across the street and run after the car when it starts moving down.
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Nightfall: Powder Keg
Run to the gas station and enter the building. Pick up all the ammo you can find. After the dialogue, move to the gas valve and start turning it. After the gas is filled, run back to the building and enter it. After you exit, prepare for killing some Locusts.
After you defeat the drones, a Boomer will come, accompanied by some Wretches. Finish off the rest of the drones, listen to the dialog and move towards the Junker.
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Nightfall : Burnt Rubber
This is a driving mission. If you play co-op, one player takes the place of the driver, then another one controls the gun. In single player, you can switch the positions using E.
Whenever you hear the sound of breaking glass, immediately switch the positions to gunner and use the UV beam to shoot down the incoming swarms of Kryll. Your partner will mark the direction the enemies are coming from, as well as notify you when the combat is over. Continue driving only when you are sure the Kryll are dead.
Where the path is blocked, turn down to the right and drive through the streets. Prepare for a sudden Kryll attack! Drive up on the road again and continue on your path.
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Nightfall: Last Stand
The house to your left contains some ammo. Take the position on the bridge and fight off the incoming Locust. Watch out for the emergence holes and close them with grenades where possible. There's also a Troika position here, but be careful and get back into cover when you have been shot.
Don't bother shooting at the windows. Those enemies can only be shot by your teammates, as weird as it sounds. After some time, a Boomer will come out, accompanied by some more Drones. As soon as one side of the bridge is clear, switch your attention to the other side. An enormous emergence hole will appear containing some Boomers. Run from side to side, use side jumps and watch out when the enemy prepares to shoot.
Revive your teammates when necessary - they are a great asset in this situation. When the Boomers are defeated, you have completed the chapter and also the second act of Gears of War.