Grand Theft Auto 3

Story related, cannot be missed.

”The Exchange” is the final story mission in Grand Theft Auto III. Catalina has kidnapped Maria and you must travel to her mansion in Shoreside Vale and hunt her down whilst killing a lot of Cartel gang members. Catalina will flee the mansion in a helicopter and you must pursue her as she makes her way to the dam. Once at the dam there will be a lot of enemies. Try and kill them from a distance with the sniper rifle. Once you get close to the marker she will get back in the helicopter and do circle around the dam. Simply shoot her down with a rocket launcher and then go and speak to Maria at the dam. At this point the missions will end and the credits will roll. Once the credits finish playing the trophy will unlock.