The Bank Robber style requires you to take a human shield and then knock them out. You don't need to kill anybody while doing this and the human shield does not need to be shot/killed.
Chinatown is easily the best setting for this Play Style. Walk into the crowd and take out any gun. At that point, just try to get behind a person, even if they are just a random person in the crowd, and hit the A/X button. This will take them as a shield. When you have them, you just have to hit the X/Square button to knock them out. Repeat the process and you'll get this style rather quickly.
