Sly: So you're saying I either land on the caboose... or get blown to bits.
Bentley: That's correct... chemistry can be a harsh mistress.
― Discussing the volatility of the spice balloons[src]
The gang must use spice gas to blow the locks off the trains' cabooses.
The gang needs to find a way to board Jean Bison's Iron Horse trains, but the cabooses, which are the only points of entry, are all locked down Bentley points out that the large balloons floating above Nunavut Bay are filled with denatured spice gas. He tasks Sly with collecting some of the gas with a special vacuum backpack. The accumulation of the gas will create a blast strong enough to blow the locks off the caboose hatches on each train. The spice gas is very unstable at lower altitudes, so Sly will need to land directly on each caboose in order to avoid getting blown up himself.
Murray acquires an ice plane and uses it to lift Sly up to where the balloons are. Sly uses his paraglider to make his way from balloon to balloon. The spice gas is lighter than air, so whenever he pops a balloon to collect the gas, he will be kept aloft. When the gas tank is filled with spice gas, Sly paraglides down to the caboose of an Iron Horse and quickly sets the tank on the lock, and then jumps off the train just as it explodes. He returns to ice plane and collects two more tanks of gas to use on the other two trains. With the locks on each caboose hatch gone, the Cooper Gang are now able to gain access to each train.
- The trains move slower during this job to allow for easier landing.
- Although Sly's model gains red outlines when he the gas tank explodes (when landing in the wrong place), he will not lose any health.