It appears that Carmelita has been kidnapped by Toothpick's thugs, but how did she get here? Anyways, it's up to you to rescue her, so use the wires to get to the mine's entrance. Inside, Toothpick puts Carmelita inside of a runaway stagecoach and you need to follow after it, making sure it doesn't get destroyed. The basic idea for this area is to jump on rails, avoiding electricity and you'll land on a platform. On these, you have to shoot something that's in the way, sometimes fighting enemies, until the stagecoach blows up the obstruction in your way so you can progress.
The first platform has three targets for you to shoot, which will lower the bridge. The second platform has TNT barrels for you to shoot, then you have to fend off dynamite attacks from enemies until the stagecoach clears the way. The third platform has more TNT barrels and fire spewing from pipes, so just shoot the targets above the pipes to close them. The fourth platform is more targets to drop another bridge.
When you get to the fifth platform, there's more enemies and TNT barrels, as well as more fire-spewing pipes. The next platform has more pipes and TNT barrels, while the next after that has enemies, pipes and TNT barrels. The last platform only has switches for a bridge and TNT barrels. Once you clear the last platform, a cutscene will play out and the mission will be finished.