Mansion
Resident Evil 5 Lost in Nightmares Walkthrough S-Rank No Damage
After the opening cutscene, you'll be inside a mansion. You can actually examine the front doors three times to switch to the classic camera of the old RE games, although it doesn't last the entire chapter.
First things first, go around the area and collect the items here. There are several vases on the left side of the room, two of which contain handgun bullets and one has a score star in it. On the right side of the foyer are three more vases: two contain score stars, and one has handgun bullets. Underneath the stairs is an area where a crank is needed, so you'll be coming back to that. By the light on the wall is a star to shoot. Pull the lever here to unlock the two gated doors upstairs.
Head up the staircase and go right and inside the door. Follow the corridor through another door at the end, which leads to a bedroom. There's handgun bullets in here, as well as a document to read, which will also get you Password 3. Leave this room and note the star you can shoot as you do so. Out on the second story of the main foyer, run across the walkway and pick up the handgun bullets. Send Jill over to the other side and she'll retrieve a shotgun and then open the dining room door downstairs.
Make sure to grab the handgun bullets from one of the dead bodies and then head to the main floor, and through the doors of the dining room. Go left through the small opening and read the document here to receive Password 1. Now go to the other end of the dining room, by the fireplace, and through the door to the left of it. There's a small room with a urinal that you can grab a red herb from before heading up the stairs. Head through the door up here and read the document. Grab the green herb and handgun bullets and then have the piano played.
When the wall opens up, go inside and grab the Centaur emblem from the wall. Depending on the difficulty, you may or may not face a bodyguard enemy outside of this room when you go outside. Either way, head downstairs, through the corridor, through the dining room, and back into the main foyer. Cross over to the other side of the room and insert the emblem onto the door and head through it. Make your way through the corridor and have Jill unlock the locked door at the end of one turn. Inside there are four documents to read and a computer. You need three passwords but you only have two so far.
Exit this room and continue along the hall the way you were going, and head through the door. There's two incendiary grenades and two hand grenades in the middle area of the room, and on the other side of the room is a magnum, as well as heat-sensitive paper. There's also a door here that you can't open from this side. Now, remember the fireplace in the dining room? Go there and use it on the paper to get Password 2. Now that you have all three, make your way back to the computer and use them. Read the document and then a new area will open. Head through it and then Jill will push you out.
Leave this room quickly and head down the corridor to the room where you found the heat-sensitive paper, and go to the door you couldn't get open. Try to open it and then Jill will shoot the lock off. Once she does so, head inside and pull the lever to stop the spikes. There's also a star here to shoot on the ceiling, as well as one in the room with the spike trap (along with a couple of items). Once again, depending on your difficulty, a bodyguard enemy may or may not show up. Also in the spiked room is an item you have to get: the crank. Now head back to the area under the stairs in the main foyer and use it to reach the new area.
Resident Evil 5 Lost in Nightmares Walkthrough S-Rank No Damage
Underground
Head through the passage and through the metal door at the end. Move down the stairs and jump into the hole in the ground. You'll be in a type of prison area. Descend the stairs and go into the left open cell and break the barrel at the end for some ammo. Head out of the opening next to you and shoot the star next to the corpse in the other cell. Go into the next opening and break the crate for a hand grenade. Now head left and you can spot a bodyguard enemy on the upper floor. In an opening to the left is a barrel with a score star inside. Now follow the main prison passage straight and at the end is some stairs.
Up here you'll encounter the enemy, so take it out (it drops a score star when you kill it). In the first cell on the right is a score star to shoot. There's also a barrel up here and more stairs to go down. You'll see a barrel at the end of the passage so break it and you may encounter another bodyguard. Go through the opening and head up the circular stairs (watching out for a bodyguard here as well). At the top, use the crank (or have your partner do it) and grab the Jail key from the chest. Backtrack just a little and use the key on the metal door, then jump down the opening. Move forward and jump across the gap to reach the barrel with ammo inside.