This page of The Last of Us game guide contains a walkthrough of the Financial District stage as part of the Pittsburgh chapter. During the walk through the city you will need to eliminate numerous encountered thugs. In addition to killing bandits, you will also be able to explore the area, find new collectibles and solve simple environmental puzzles.
After the cutscene ends, you will have to fight an army of bandits.
At first, keep as far to the right side of the location as possible and slowly proceed ahead. You will be able to kill three goons silently this way.
Once you reach the last building, look through the window on the left. You will notice a single enemy.
Use your bow to shoot him as soon as he turns away, and walk over to the wall on the right. Turn left quickly. You can now hide behind the nearest cover and keep shooting at the approaching enemies. When there is too much of them, make use of your bombs and Molotov's cocktails.
After the last one of them dies, Joel will call out to Ellie, and a short cutscene will start.
You can now climb onto the nearby truck. This way you will reach the upper floor of the building, where there are several useful items.
Once you are done with the exploration, return to the place where you would fire at the enemy and open the gate there.
Ellie will quickly move over to the other side and block the gate with a trolley.
You need to move the trolley to the wall at the other side , so both of you can continue.
At the window you will witness a pair of refugees being murdered.
As soon as the bandits walk away, continue to the left until you reach a small staircase.
Climb the stairs to the next floor where there are two enemies waiting for you. You can either strangle them silently, or shoot them. They will not call out for reinforcements.
After the last of the enemies dies, search the rooms and jump down to the street level through the hole in the building.
As you go ahead, you will meet bandits again. Three of them are waiting for you on the first floor of the building. First, approach the building and enter using the entrance on the left. The one on the right is also available to use but, if you want to take that one, you need to watch out for the trap right above the floor.
Once you go upstairs, take cover behind the table to the left. You should be able to see two bandits dressed in red from there.
Use your bow to take both of them out because, the third one will come, this time wearing a bulletproof vest. You can simply strangle this one.
Further enemies are waiting downstairs to the right. There aren't too many of them so, shooting all of them should be no problem.
Once they are dead, search thoroughly the building near to the tank.
Inside, you will find a lot of items and a door that can be opened with a knife.
To go further, approach the fire escape next to the tank and give Ellie a boost.
The girl will then slide the ladder down for you to climb onto.
Further way leads to the left. As you go that direction, you will reach a location where a car with a machine gun mounted onto it appears.
For the time being, walk over to the other side of the building and kill the nearest enemy, while watching out for the bush (if you touch it, this will alarm the enemy).
There are two others waiting outside of the building. You do not need to kill them though. Instead, sneak over to the other side of the street as soon as the turret turns the other way.
Then, you should go right, then left, and then start running ahead while avoiding the bandits that you pass. You need to get to the door at the end of the alley. As soon as you enter the building, climb up and enter to the room through the window.
Walk over the wooden plank to the next flat. .
Leave the flat through the window and walk over the ledge a bit further.
A moment later you will see a short cutscene.