This chapter doesn't really require a guide as it covers the game's ending in an interactive way. Just follow Elizabeth and open all the doors you are presented with. And no, the events that transpire will not be discussed in this walkthrough to avoid spoilers
Patiently sit through the extra long credits roll and you will be rewarded with a little "tease play". The sequence will not play if you skip the credits so put the controller down and don't press any buttons.
"Difficulty" and Should Auld Acquaintance... trophies / achievements unlocked. An alternate way to unlock 1999 Mode without completing the game is to use the "Konami Code". at the title screen. You should be quite familiar with this code if you played NES games such as Contra: