Rewards: Pounds: 660 (+125), EXP: 350 (+150), Extra: Cane-Sword - Sir Lemay's Cane
Challenges: 1. Do not kill a single policeman from the convoy. 2. Detach the reinforcement wagons.
This mission can be roughly divided up into two segments. The first involves you rescuing Ned from a police convoy. He's located in the carriage at the front. If you also want to complete the related challenge, you cannot kill any policemen. There are two ways to attempt this, both involve you parking a carriage in front of the convoy. Wait for the two policemen in the first carriage to move out of the driver seat and throw a smoke bomb at the horses immediately afterwards. The horses will quickly rush away. Simply hide from the police, then search for the carriage and free Ned. The second method has you park a carriage in front of the convoy, but when the second officer doesn't dismount, drag him off the carriage yourself and quickly drive away. You must still escape the police, which can be tricky.
After rescuing Ned you'll have to inspect several crates on a train. First make your way to the other train, then slowly but surely proceed to the front, preferably (double) assassinating any Blighter thugs whenever you can by approaching them from behind. Search all marked crates and be sure to detach those carriages after inspecting the crates to complete the optional challenge. After searching the third crate, the game will mark the last mandatory detach point (make sure you've already detached the other parts). Be SURE to stay on the part you detach (NOT on the locomotive side), because you'll soon have to get back to Ned's train, which is only possible if you stay behind the on the slower-riding train cabin you're detaching. The game doesn't really give an adequate warning.
Once back on Ned's train, fight off any Blighters. Use knives and guns if required. The mission ends after this fight.