The Orange Box

When trying to combine this one with One Free Bullet, it takes quite some saves and loads since you have only rockets and grenades thrown by soldiers to defend yourself and the citizens. In total there are four groups of citizens, with either 2 or 4 members, you have to escort. The first group is easy, since you are not attacked by any soldiers yet.

This worked best for me when protecting the other groups: restock with rockets and kill all soldiers outside before picking up a new group. Get to Barny to pickup a group of citizens and save. Sprint with the group past the outdoor section while constantly regrouping your party by pushing the Select button. When everybody is still alive and indoors, wait for the medic to heal everybody and save again.

Continue into the train repair hall and use the rockets to finish any soldiers entering through the windows and move as fast as possible towards Alex. Use the regroup command again to make sure the citizens follow you and hope they don't get killed by the soldiers you could not kill since you are out of rockets. When one of the citizens gets killed, reload and try again.

When going back to Barny, the outdoor section is probably covered with soldiers, mines, snipers or ATV's. Try to use the mines, rockets and grenades they trow to finish the soldiers and vehicles, before getting a new group of citizens. Repeat the above steps for each group, but be careful in the train repair hall, since it changes every time you enter with a new group. When you have to use the balcony, don't use the stairs to get down, but just jump and make your group jumps too, by using the regroup command.

Good luck!

While playing through the final parts of Episode One, you are tasked with escorting a groups of citizens to a train station while they are under attack by Combine Soldiers. Be sure to take all of the bullets, and make a new save after every full group you finish without any deaths. If you lose any citizens, reload your save. This will keep you from having to start over after one mistake.

Just an addon to other solutions - outside, behind the rockets box, is a metal`shelter that I used as an air raid shelter almost. I went inside it and when I wanted to fire a rocket at the thing, I jumped onto the rim and shot.

It's a great tip in my opinion.