Walk past the local preacher after arriving in Shantytown and turn left. Go under a provisional roof and stop near a burning barrel. You'll find some coins here and a lockpick.
You're going to be attacked by two of the locals a little further ahead and they'll be waiting for you in a side alley located to the left. Find a table with a lot of fruits that was defended by the hostiles. You can find a purse and Infusion #15 here.
Use the nearby stairs to get to the Graveyard Shift Bar. There's a sewer tunnel to the left of the stairs, along with a basin with some laundry. Inspect the muddy area in front of the tunnel to locate a lockpick.
You'll also find a small stand near the entrance to the bar. Examine this area a little closer to uncover a Repeater rifle along with some ammunition.
Enter the bar and approach a vending machine located next to a wall. There's a new lockpick to the right of the machine.
If you're planning on stealing items from crates found behind the bar's counter, then you must acknowledge the fact that you're going to be attacked by the bartender and by the guests. No matter how you've chosen to act sooner or later you'll have to go to a small cellar located to the right of the counter.
A guitar can be found in the cellar. Play on the guitar and then search the room. The most important find are the keys and collecting them will trigger a new optional side mission (Find a locked chest). It's important to know that you'll be able to end this quest in the next chapter.
There's a table opposite the area where you've found the keys and you'll locate a Voxophone #43 here. You can also collect a Repeater rifle found behind the table. Once you've collected all the items return to the part of the street with the stands.
Keep going towards your current destination and you'll encounter a pair of beggars attacking a vending machine. Turn left before using the stairs leading to the main street and go towards a new burning barrel. Check the area near a large pipe to find a hidden lockpick.
You may now return to the main street with the broken vending machine. If you'll try to collect money found next to the machine you're going to be attacked by the beggars mentioned above. You can avoid the unnecessary bloodshed by opening a nearby tear. This will result in the beggars going towards the summoned food, allowing you to take the money without any problems.
Proceed towards the opposite end of the tunnel (to the singing girl). Inspect the area to the left and you'll find a new lockpick next to a sleeping citizen.
Use the next tunnel. You'll come a cross a jewish vending machine along the way. Explore this area to find Gear #20.
Once you've collected the gear move closer to the courtyard located in front of the Bull House impound where a briefing of a small squad of policemen is taking place. Don't start the battle just yet and instead climb to the left balcony. Look through a telescope to unlock Vantage point #27. Using the telescope will also allow you to familiarize yourself with the situation in front of the precinct. You can find a sniper rifle here and it will be very helpful in the upcoming fights.
Check the corner near the telescope to find a locksmith's set containing two lockpicks.