No Way on the Subway is a Ray Boccino mission.
After the cutscene, Niko must go to a northern part of Algonquin where two members of The Lost are hiding out. After finding them, a chase starts with all three on motorbikes. It goes through the streets of northern Algonquin before the bikies go through a hole in a wall and into the Liberty City Subway System (pictured). Immediately, Niko has the opportunity to geet rid of one of the bikers but then must chase the other through the subway while dodging several subways and across Algonquin Bridge that runs over Humboldt River. Both people eventually go on the footpath along the bridge as a train crash prevents them from continuing on the tracks. The biker lands in Broker and gives Niko another oppotunity to kill him