Bentley: This Muggshot certainly isn't shy. Okay, so we know he's here somewhere, but how are we supposed to find him? Mesa City is a big place.
Sly: Given that he's a bull dog... it seems only reasonable to assume he'd chose to live in a giant fire hydrant.
― At the entrance to Mesa City[src]
From here, Sly Cooper could visit all the other levels in this episode. After infiltrating Mesa City, Bentley wonders how will they find Muggshot, considering that Mesa City is a huge city. Sly then speculates that given the fact that Muggshot is a bull dog, it would be reasonable to assume he resides within the giant fire hydrant on top of the Boneyard Casino.
Sly then moves on to the next set of levels to collect more treasure keys to activate a car's engine, which makes the car drive into the building and open a hole in Muggshot's casino, allowing Sly to enter.
Once inside, he comes across a huge Muggshot door, which has an elevator hidden behind it. Sly needs to find a few more treasure keys to unlock it in order to confront Muggshot.