- Trevor: "The big one."
- Michael: "The big one."
- Michael, Trevor & Lester: "The big one!"
- —Michael, Trevor and Lester
Trevor, Michael, and Franklin meet in Trevor's office in the Vanilla Unicorn. Soon, Lester arrives. They are there to plan the "Big One," the heist of the Union Depository. They decide that Michael and Franklin will surveil the Union Deposity Tower while Trevor and Lester will follow a pair of Securicars doing a practice run to the Depository. However, they must move quickly; they have a three hour window in which Michael and Franklin must complete their task while Trevor and Lester get to a helicopter and find the Securicars.
Michael and Franklin drive to the Tower and examine the Tower's front entrance and garage access. Both seem lightly guarded. Once their surveilance is complete, the player is shifted to Trevor, who is driving with Lester to Sandy Shores Airfield. There, they board Trevor's Frogger and fly towards Downtown Los Santos where they spot the Securicars moving west along Innocence Boulevard.
Trevor and Lester follow the Securicars as they navigate through downtown. Trevor suggests various places where the crew could attack the cars, but Lester rejects them all. Eventually, the Securicars pass through a tunnel beneath a skyscraper in Downtown. The Secruicars remain out of sight for several moments. When they reappear, they enter the Union Depository through the garage entrance.
Having chosen the tunnel as the spot to hit the Securicars, Lester now wants to find an escape route. He asks Trevor to hover over the nearby excavation site for the Los Santos Transit metro tunnel. Once Trevor has positioned the helicopter, Lester investigates the area. This done, Trevor takes Lester back to the Airfield while Michael drives Franklin back to Franklin's home.
- Go to the Union Depository. - (Michael)
- Go to the front of Arcadius Business Center. - (Michael)
- Go to Sandy Shores Airfield. - (Trevor)
- Enter in the helicopter. - (Trevor)
- Go to Murrieta Heights. - (Trevor)
- Follow the Securicars. - (Trevor)
- Find the construction entrance. - (Trevor)
- Go back to Sandy Shores Airfield. - (Trevor)
- Take Franklin to his house. - (Michael)
Gold Medal Objectives
- Perfect Distance - Follow the vans without being warned on distance.
- Cavity Search - Find the construction site within 20 seconds.
- Under the Bridge - Fly under the bridge whilst following the security vans.
- Be careful not to collide with oncoming vehicles or the bridge.
- Tunnel Flight - Fly through the tunnel whilst following the security vans.
- Same as above, avoid colliding with vehicles or the tunnel walls and roof.
- Time - Complete within 11:00.
- Skip the cutscenes.
- When dropping Franklin off at his house, if the player exits Michael's car before the HUD reappears, then they will "break" the mission and the HUD will not reappear until the mission is failed. The only way to fix this is to reload the game, as leaving the area will instruct the player to return to Franklin.
- If the player drives Franklin to his house after switching between Michael and Trevor several times, then Franklin will walk inside his house, but the mission will fail for "abandoning Franklin" when Michael drives off.
- If Deep Inside has not been completed then Molly Schultz will message Franklin and berate him for the outstanding JB 700. During her message, she will incorrectly spell Devin Weston's surname as "Westin".
- In the GTA Online mission Escape Escort, which takes place months before the main story, the player has to escort two criminals after robbing the Union Depository, contradicting Trevor's comments about it never being robbed before during this mission.