This page of the guide has a walkthrough for chapter 1 of Uncharted 2: Among Thieves called A Rock and a Hard Place. This is a very exciting chapter in which Nathan Drake has to get out of a train hanging over a chasm. This chapter teaches you the control basics. You will also find the first few collectibles.
Chapter 1 isn't difficult - it can be treated as a tutorial. The game will introduce you to the basic and most important mechanics.
In addition, you will have the opportunity to find the first five treasures - finding them isn't easy.
Difficulty level: low
Number of opponents: insignificant
Chapter type: dexterity-based
The hero is in a dangerous situation - he is clinging to a destroyed car that is hanging over a chasm. Stick to the yellow railing and go to the left. Start climbing up the car (don't pay attention to the falling boulders).
After getting on the opposite side of the car, use the yellow railing again and start climbing. At some point, it will get damage - Nathan will hang above the chasm. Don't worry, Drake won't fall. Swing on the "stick" and jump towards the car.
Keep climbing in the car, get to the window and jump inside - Nathan will land on one of the seats. Start climbing by jumping from one sit to another.
You are outside again (after the scripted scene). After that, go to the right using the ledges in the car and continue moving upwards.
Another yellow railing gets damaged - you have to jump on the open door and use them to climb to the top.
Climb the ladder and go inside the next car. When it starts to fall, run through it and jump when you reach the edge.
You will land on the ground [secret 1]. Move towards the destroyed cars (near the burning tree). Go through a pile of wreckage - you will find the first weapon [secret 2]. The entrance to the car is next to it - use it.
Go through the car and unlock the exit by destroying the lock (shoot at it). Go outside.
When you are outside [secret 3], head to the left - the first enemy is around the corner. You can shoot him, but if you don't, he will die from the explosion. A little further on you have to climb the chests.
When you are at the top [secret 4], go to the next car and follow it to the end, then get out through the window in the roof.
After another scripted scene, go to the next car and grab the yellow railing. Follow it to get inside [secret 5].
Reach the end of the car to get outside (this happens automatically). After Drake's fall, get up and move forward. Watch the cut-scene that ends chapter 1.