GoldenEye 007 on Nintendo 64 - Agent Mission 6: St. Petersburg - part ii: Military Archives

1. a. Escape from interrogation room
2. b. Find Natalya
3. c. Escape with Natalya

a. Escape from interrogation room

The guard on the right has the key. Personally I prefer not to pick up the weapon on the table as the guard lets you approach if you are unarmed and a good punch to the face is just as effective. You can kill both guards this way. In general it can be a good idea not to shoot in this level especially from Secret Agent onwards. Once the key is obtained, take the door.

b. Find Natalya

Leaving the interrogation room, go right and take the staircase at the end. At the top of the staircase, go left and take the door at the end of the corridor. In the opposite corner of the large «mezzanine» room, take the door at the back left at the top of the staircase. In that other large room, go straight ahead and open the small door between the 2 large ones. In a rather surreal way, Natalya, though held hostage with a guard aiming at her from behind, shouts «James» and joins you.

c. Escape with Natalya

Leaving Natalya's «cell», take the door at the back right to reach the large «mezzanine» room. Opposite the door you came through are large windows. Shoot them and pass through to flee.