This will be a combat-oriented final chapter. Take whatever loot you can get your hands on when you exit the elevator before heading out to the roof. Tear in automated allies to assist with the wave of enemies waiting outside. The rocket is particularly useful so use it as much as possible. There is a locked door at the building up ahead that can be picked open. Go there once the area is clear and grab a Voxophone from one of the rooms inside.
Step on the gunship and look back toward the building behind you. This is the final telescope. Activate gunship after stopping to check your ammo reserves. Make sure you have plenty for the upcoming riot or use the hooks to move between ships as an aerial assassin.
Once you get aboard the flagship, fight your way through each deck and locate the controls that clear the sky-line so you can head up. Your goal is to confront Comstock in Deck 4. There's a locked metal door on Deck 2 that requires 1 pick to open. Inside that room is a Voxophone.
After the confrontation with Comstock but before Booker uses the ship's controls, explore the catwalks to gain access to an office and a bedroom. both these rooms each contain a Voxophone. Once again, if you've been following this guide you now have all 80 recorders.
You will face off with a massive wave of enemies which include Vox soldiers of all types, patriots, gunships and zeppelins. Save Songbird for the larger targets (primarily the gunships and zeppelins) when things get somewhat chaotic. Keep in mind that doing so also extends his cooldown period. Don't rely on the bird too much and kill as many as you can by any means. In terms of damage rating, the gunships pose a more immediate threat than the zeppelin but the latter is incredibly dangerous if left alone long enough.
Vigors, particularly Undertow will definitely prove its worth in this fight as it can pull distant enemies regardless of size to you. Plus it can be used to toss targets off the ship for quick kills, not to mention the Bon Voyage achievement. You will lose if your ship gets smashed so kill enemies quickly before they score too many hits on the glowing blue tube things on your ship.
Clean up and join Elizabeth at the bow. The Bird or The Cage trophy / achievement unlocked.