Exit the laboratory and proceed towards a nearby store. Check the area behind the counter to locate some money and a locksmith's set.
There is a locked store to the right of Lutece laboratory and the lock on the door requires 3 lockpicks. Once you're in find some money next to the counter and Gear #32 at the back.
Go to the other side of the street and locate the burning Excelsior groceries store. Explore this entire store, finding a lockpick next to a machine used to upgrade weapons.
On your way to the bank you'll find a locked Wilson Bros. & Company liquor store. Ask Elizabeth to break the lock (she'll need 3 lockpicks), enter the store and find Infusion #22 in a corner behind the door. This room also contains a lot of silver (money and bars).
Continue moving towards the bank. There is a Hudson's clothes store opposite the gate leading from the bank's square. Enter this store and descend to the basement to locate a safe in a dark area. The lock on this safe requires 3 lockpicks and you'll find even more of them in the immediate area - one of the lockpicks is on top of the stairs and other 3 lockpicks (locksmith's set) are in a crate under the stairs.
Approach a brighter niche located behind the corner. There's a small shelf next to the sink and you will find a new Vox cipher here. Collecting this item will trigger another side mission - Find the Vox code (it's described at the end of this chapter).
Ask Elizabeth to open a gate leading to a square located in front of the bank and use the stairs to get to the building. You're going to be attacked by two Crows when you're close enough to the entrance. Eliminate them and wait for two groups of armed Vox to run out of the building. Notice that enemies are close to each other so you can use the Devil's Kiss or some other vigor good at eliminating groups of opponents. Be careful, because a single Fireman will join the battle soon.
Once you've entered the building take your time to search all the rooms. This is a bank so it's not a surprise that you can find a lot of money. There's also a lockpick near the fountain, opposite the entrance.
Don't bother examining three kinetoscopes located in the atrium, because this is the same set as the one located at the beginning of the game in the Blue Ribbon Restaurant. Once you've explored the entire area go to the elevator to transport the main character to the main area of the bank.
You'll soon reach the main area of the bank and you should make a choice between the left or the right entresol. There's a sniper rifle to the right and a Burstgun to the left. A group of Vox will soon enter the main hall. Use the height advantage to your advantage and when they're gone start searching the cash registers found under the stairs.
The area located on the left side of the main hall contains a safe that needs only one lockpick. The safe holds several hundred silver eagles and you'll also find at least as much money after looting all the cash registers.
The area located to the right contains not only more money, but also a lockpick found on a desk.
You may now proceed towards a gigantic vault. Lady Comstock's trail leads to an entrance to the right, but for now you should head left.
Walk through the corridor leading to the archive room with overturned bookstands. There's a desk in front of the entrance and you can find locksmith's set here.
Go to the next room with a large painting on the wall. There are two important items under the painting - Gear #33 and one more locksmith's set.
Another room in this wing is tied to an optional mission you've unlocked some time ago. I recommend skipping to the end of this chapter to find its description.
Return to the main hall of the bank and proceed to the right corridor (the one with Lady Comstock's trail). You will notice a red Raven while going through this corridor and treat it as a warning of the upcoming battles.
As soon as you've reached an archive in this wing a Crow will send a group of revolutionists at you. It's best that you defeat them without coming out from behind the bookstands, because there's a sniper waiting for you on the other side of the office. Deal with the sniper after all the remaining enemies have been killed and then take your time to search the area. You'll find 2 lockpicks on a desk among other valuable things.
The room located next to the vault holds Gear #34. The item you're looking for is inside the basin, near a dead worker.
After you've entered the vault you should hold off for a while with opening a tear. Go to the room located to the left. There's a safe at the back of this room and you can open it only if you have 3 lockpicks. You can also find Voxophone #66 just behind the safe. As for the room located to the right, it contains only a Vox repeater rifle.
Approaching a tear located in the vault will result in a red Raven appearing behind it. Kill this enemy, open the tear and collect Voxophone #67 that will pop up in its place.
Proceed to the other side of the statue where the tear could originally be found and approach the vault's door. The entrance to the vault will soon open and Lady Comstock's ghost will be waiting for you inside the vault. This is a very similiar battle to the previous encounter with the spirit and therefore you should use the same tactics - immobilize or ignore Lady Comstock's helpers and focus your attacks on weakening the ghost. Once you've won leave the back in the same elevator you've used to get here.