Liberty Island undetected

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On Liberty Island, it is possible - even quite easy - to complete Liberty Island without even being detected by any hostile force.  This means Paul, the trooper, and the walker bot, as well as Leo Gold (the commander) will see you - and of course the UNATCO troops all over the place after Gold surrenders (or is killed).  This walkthrough assumes you know Liberty Island pretty well in the game and that you know a thing or two about sneaking.

1. Start
Go through the beginning stuff.  Take whichever weapon from Paul you like.  Raid the crates if you like.  Occasionally an NSF deserter will come running down, and will be taken out by Paul and the walker bot.  If this happens, don't worry - it's automatic and doesn't count toward you not being detected.

2. Ground level, part one
Once on the island, watch the patterns of the guys who come near you, particularly to the right.  When they are not looking, head right.  It's best to stay to the left side, well clear of the path.  As always, if you move while crouched, you won't make a sound and will be harder to see.  There is a guy walking back and forth, but he's often a deserter, running for the docks to be killed by the walker bot.  There's another farther down, near the crate with the breakable item/ammo box.  He walks up and down the path and then off the path at the far end.  When he's closer to the docks than you are and a ways away, make for the right side of the path.

3. Ground level, part two
There are two guys coming up, but if you make a wide circle around them, they will not even see you, and that is what you want.  But cut back in towards the statue long before you get to the other two guys talking, where the one guy walks back and forth.  The last guy you will have to avoid on the ground level walks around that thing where you go underground, where the damaged power box is.  Stay in the shadows until he's behind it.  Then make for those boxes, getting up the back of the statue.  I don't think you can be seen up there by the guys below.

4. The statue's head
Here we have two guys walking back and forth, an NSF troop and a mercenery.  You'll have to get by the troop first.  When he's past the head, get up onto the "railing" and stay there.  Follow it around to the point at the back.  When the merc is heading back towards where you came from, start going towards him, staying on the railing.  He won't see you if you do it right and you'll be too far away for the troop to notice.  Get towards the front, but be careful.  There is one troop pacing back and forth.  If you don't see him, get up to the corner and look around.  Go as soon as you can, up those stairs (the ramp) and go.  There's no one on the next level, so go up again, then around the corner to the right.

5. All the way to the top
You should be at the gas trap room, opposite where the two guys are.  It should be easy for you to disarm the gas grenade.  This is where you'll see how easily the DX AI can be fooled.  Crouch, and walk along the wall towards the guys.  Turn right, right again, up the stairs.  They will never see or hear you.  You'll go up a bunch more steps, until you come to another two guys.  Stay crouched.  Get to the top of the stairs and go right, and follow the wall around to the ladder.  Climb up.

Congratulations, if you did it right you'll have made it to Leo Gold without being seen by the NSF.  Take him without killing him and Paul will be very proud.

There are a couple deviations on this you can do, too, for an additional challenge.

3.5. Filben
If you talk to Filben, you can get some skill points and he won't be mad with you later for not making use of him.  You can even get the barge cache, just not with explosives as that will send Filben running and get the attention of the merc and the trooper.  I think a single lockpick will spring the barge's hatch.  But we're getting ahead of ourselves.

Before going up the statue, continue to the far docks.  This part is pretty easy.  Getting to Filben is not.  The merc never moves, but the trooper walks around the crates, and counterclockwise.  Here you'll also exploit flaws in DX's AI.  Get out on the docks when the trooper isn't looking, and get behind a barrel on the left.  Push the barrel towards the end of the dock.  You can even do this while the trooper is coming.  He won't be alarmed at the barrel moving toward him, and he won't see you around it (though by all rights he should).  Push it until it's right outside his path, where he'll walk by it on the far side.  As soon as he passes it, circle around it counterclockwise, keeping it between the two of you, then get up.  Run to the edge of the dock, and bolt for Filben.  The merc won't hear you.  When you want to come back, simply wait until the trooper is going to turn left by the barrel and run.  Stop and crouch when you get near the barrel in case the trooper's still around, but if he's on his way to the merc, you're in the clear.

4.5 Gunther
It is technically impossible to do Liberty Island stealthily and free Gunther, because as soon as you free Gunther, he's going to blow your cover.  He's going to kill everyone he sees.  They're going to sound the alarms, and everyone on the ground level is going to be looking for you.  So if you get Gunther out, you can kiss your no-kills and no-detects score goodbye, unless you forgive detects by enemies killed by others, which is what you're gonna have to do.

Now then, when you sneak past the two guys in the gas trap, rather than going up, go down the stairwell to the left.  Eventually you will have to go by a guy walking back and forth down a hallway.  Wait till his back is turned, grab the TNT crate, then continue down.  Once you can see into the main lobby, you're going to have to run past a camera.  This is a tricky part.  Wait until the guy walking the lobby is far enough away and the camera is looking to the left.  Stay along the wall to the right.  Run forward, and jump up on the stair's railing.  Go down just a little, crouch, and slide off the stairs and back into the shadows.  Turn around, open the air duct, and slip inside.  Once you get to the room with the locked door, set the TNT crate by the door.  Get back all the way, crouch - then shoot the crate and get outta sight, one way or the other, because you'll attract attention from the nearest guard, and maybe one more if he's nearby.  It won't take him long to forget about you, though.  (That wasn't a detection, he merely responded to an explosion.  He never saw you.)  Now comes the hard part.  There are three troopers.  One will see you and Gunther needs to kill all three before you can continue.  The first walks around the large square pillar in the computer room in a reverse-C formation.  He'll reach the hallway at both ends of his patrol, but he doesn't walk that side.  The second one walks from by the third one watching Gunther down the long hallway and he'll make a turn at the C's branch nearest you, go down that way, stop, and reverse his path.  When they're both in the computer room, you need to move and move fast up that hallway.  When you get into the detention area... this part is tricky and you don't have much time.  Crouch (you should be already) and stick to the wall.  When the camera isn't looking, sneak around the desk on the right side.

If you do it right, neither the trooper nor the camera will see you.  The login/pass for the security computer is nsf001/smashthestate, and you should be able to do this safely.  If you turn the turrets on, the trooper(s) will all of a sudden spot you.  You can safely unlock and/or open the door.  Gunther will stay put until he sees you.  When Gunther sees you, so do/does the trooper(s).  And when that happens Gunther will simply raise hell with his knife, and he won't talk to you - and you don't complete the objective.  What you need to do is distract the guy sitting down, so he goes to investigate the noise.  Maybe throw the chair from behind the computer room, where the PS20 is.  If his back is turned and you can get into the cell undetected by NSF, that should initiate the conversation with Gunther.  To close the door if you like, there's a loose brick at your feet to the right just as you enter the cell.  Push it and the door will close.

I'll be honest with ya.  I've never completed Liberty Island undetected with Gunther freed.  I can complete Liberty Island undetected with Filben satisfied, but no more.  But that's what you'd need to do.  Personally I say leave Gunther in there, it's no less than he deserves.