You'll receive this mission from Roland upon completion of "A Dam Fine Rescue." He'll Dispatch you to Tundra Express to intercept a train reportedly carrying the Vault Key (a critical item within the story line). Before embarking, a helpful consideration would be arm yourself with a Fire Enabled Elemental Weapon (a SMG or fast firing Assault Rifle would be ideal).
Waking the Spy
Fast Travel to Three Horns - Divide and grab a ride. Drive over to the Tundra Express travel point, which isn't far; you may have already noticed it as a small set of unoccupied buildings with its own Catch-A-Ride facility, nestled on a narrow raised plateau against a cliffside. The area is just behind a Bullymong nest. Until you get this mission, the travel point to Tundra Express won't appear (you'll be able to peer in to the Tundra passageway but that's all). When you do get to the Tundra Express, Roland will instruct you to light three Varkids on fire but all three will have to be afire simultaneously in order to wake Roland's Spy, Mordecai. This is the reason why a fast shooting fire element weapon is helpful, as it's the type that will give you the best chance of lighting the Varkids on fire as you shoot them. Alternatively, if lacking such a weapon, the Varkid nests sit amongst Firemelons plants. If you lure a group of Varkids close to the Firemelons, one shot would cause the plant to explode in a shower of flame, igniting anything around their proximity with fair reliability. Finally, if all else fails, these fields are equiped with Flame Incinerators; once activated, they will indiscriminately spew forth flames in a large circle around itself. You'll almost immediately recognize them as tall giant free standing poles, each topped off with four huge downward pointing nozzles in the midst of the Varkid Fields. At the base of each pole is an incinerator control panel. Pushing that switch will give you exactly two seconds to run and get out of the way before a blast of fire comes down from those flame jets, effectively incinerating everything (including you, if you're too slow) within its path. It seems that whatever shielding worn barely slows the flame penetration. Unless your shields are really buff, you'll most likely die if you're caught in the inferno. So before selecting this option, remember to map out a clear direction for escape prior to pressing that button; then traipse around the field a few times to lure a bunch of Varkids after you, end up at the pole, press the button and immediately run like hell while any bugs behind you are roasted en masse.
One caveat, before initiating your Varkid flambé, you may wish to complete "Mighty Morphin'" (a side quest from Sir Hammerlock) as once you've awakened Mordecai the Spy, he will "assist" you by providing liberal cover fire from his tower; that is, you'll begin to see your enemies before you being struck down by his very effective slag sniper fire. Since Hammerlock's quests required you to first damage, without killing, the Varkids and to inject their pods to induce mutation; Mordecai's awakening renders mutation almost impossible to accomplish as he immediately kills them as soon as he sees them next to you.
Ultimately, once you get at least three Varkid simultaneously aflame, their collective death shrieks will rouse a hung over Mordecai. After a brief cutscene, remain vigilant as you'll still have to deal with any live Varkids that you may have stirred.
Now it's time to knock over a train! Make your way through the paths of Tundra Express to meet Tiny Tina at the marked location. As you get closer, you'll begin to notice studded spherical objects scattered in the environment resembling old Naval Warfare Mines. If you get close enough or touch them, you will activate a proximity detector and trigger their detonation. Audible beeping from the detector should alert you if you're getting too close; the faster the beeping tone, the more disturbed the detector, and the greater likelihood the mine will be triggered and explode. Gunfire paradoxically, do not appear to set them off. Additionally, there is also a special series of mines (painted a somewhat rusty pink) that can be disarmed by crouching, sneaking up slowly and pressing a control panel to deactivate them; complete all five to finish a challenge (What's Yours Is Mine). When you get to Tiny Tina's Workshop, you'll recognize the entrance to her cave by goofy looking Bunny Face Logos on the walls at either side of a large rolling metal gate.
When you arrive to Tina's there will be some bandits outside her door. You don't actually have to kill them; you just have to get past them. In fact, once you're inside and the introductory cutscene has played out, it's very likely that the bandits will retire. You can shoot them in the back for easy XP if you'd like.
Talk to Tina about your mission and she'll introduce you to her "ladies". However, the ladies are missing their Badonkadonks (two missiles) and you'll need to secure them before she can help you can stop that train. Tina's workshop also has an Ammo Vendor, enabling restock opportunity and a place to sell collected loot.
Once Tina gives you the Badonkadonks mission, you'll notice two active map waypoints; traveling directly towards them will unnecessarily take you through a camp called Rip Off Station, loaded with bandits which you don't yet have to battle. You can selectively fight this first camp for XP, or simply walk around it to bypass the entire enclosure. There is a rail track that runs through Rip Off Station, which then travels alongside the rear of Buzzard Academy (the camp where you need to go). If you wish, just follow those tracks, but be very wary of walking on them. If a train hits you, it is instant death; the trains cannot be easily heard and they're so fast that they will run you over before you hear them coming; ie. exactly like real life train vs pedestrian tragedies.
Follow either the map waypoints or the train tracks and this will eventually take you to a second, also large and well populated bandit compound called Buzzard Academy. No matter from which direction you approach from, ensure that you tactically achieve as high an elevation as soon as possible. You will encounter Midgets, Nomads, Marauders, Psychos, and Goliaths in this camp. One of the safest places is get under overhead cover on the top level (you'll also find one of the Badonkadonk missiles here), next to the Buzzard Pad at the back of the camp. There will be a few bandits spawned here; defeat them and take over this area. All ground enemies will then be level with, or below you, and you're mostly covered from air attack unless the buzzards fly very low. Here, you can attack enemies and retreat over the hill and off the base if you need to. But, be aware that airborne Buzzards will now deploy ground troops (Airborne Marauders). Keep an eye on your radar at the fast moving red dots whose movements are not constrained by terrain; they may suddenly deposit mauraders in a position to outflank you. For those that like relative stealth attacks you can literally walk into an overlook position if you first return to the fast travel point and then re-enter the Tundra. From there, immediately turn left through the small Varkid field. Once past, you can then climb onto the rocks and you can either walk left behind or climb onto an outcropping and ascend to the right, going around Skittering Mound until you're in an overlook position at one edge of the base. As this is a helicopter base, be wary of chopper sounds as it signals Buzzard activity in the area.
Another method for doing this is by being fast and very selective. You can actually collect both missles if you brazenly dash through the camp, grab them, shooting as needed, and then immediately retreating away with your mission items. This method of course, nets the least amount of XP and loot, but is the quickest if you just want to advance the game. The first Badonkadonks missile is on a top level work bench under a cloth awning, while the second is on a ground level work bench, beneath a set of stairs at the rear of the base (next to the entrance by the train tracks). Move quickly and you can get out in one piece. There is also an Alarm Wheel, one of a three part optional challenge (Positive Reinforcements) and each bandit camp has one, on the top level; turning this switch will sound a loud klaxon, initiating a series of some twenty or so foes from multiple spawn points all around you; use if you seriously want the XP, but otherwise avoid until you've leveled up a bit. From the top helipad, climb to the top of the roof to complete another challenge (Top Of The Buzzard World).
Take these back to Tiny Tina's Workshop and she'll get to work on the ladies. Collect the two missiles and make your way to another bandit camp, Meltwater Crossing, marked on your map. Defeat a small force of enemy, and climb onto a platform which has two large glowing structures in the exact shape of the Ladies with their Badonkadonks (ie. the missles with attached stuffed toy rabbits). Place the mission items and then activate them; Tina will launch them to stop the train. A piece of the rail bridge will partially fall into the river, use it to climb up to where the wreckage is, and activate the Travel Point to the End Of The Line.
End Of The Line
Once you arrive, you'll notice train debris everywhere, but there is also a vendor set up for you to restock. This section is very similar to the last section of "A Dam Fine Rescue" where you spent a lot of ammo carving through EXP Loaders and GUN Loaders. This time, the enemies are going to be tougher, there will be less cover, and there will be more Repair Surveyors. To get around the lack of cover, it's really recommended that you use the various snow piles and edges of walls in the curvature of the defile for cover. Stop where you can and kill everything before moving up. In this regard, use your map to your advantage; if you see a bunch of bad guys advancing towards you, be aware that, because of the narrow confines of the defile, they will have to bunched up; ie. a perfect target for a grenade. One grenade may not dispose of any of them, but yet will weaken them all. This makes each easier to kill when you finally engage and shoot them.
Eventually you'll come to a point that has an overhang covering the entire defile with a drop in the road underneath, where you must continue; there is a Fast Travel Exit Only Station below but no visible way of returning or climbing back up. There is also a large loot crate next to the station. Ensure that you take care of all things (in that area) that need to be taken care of before proceeding further. If required go back first and get a full load of ammo. Afterwards, when you're finally ready, drop down the small ice cliff and walk forward; you'll arrive at a large open area called Terminus Plateau, which has several rail cars partially sunk into the ice. As you approach the glowing green carriage as the final objective of your quest, it will suddenly rise, then be lifted and finally thrown at you. A large mechanized construct with the face of a human rises from the ice that it was sitting on.
Wilhelm is a very powerful cross between a Loader and a person. He is rather similar in most functions to Warden. Use Corrosives to penetrate his heavy armor and head shot for criticals. If you run low on ammo, check around the various wreaks on the plateau for ammo crates and ice piles. When Wilhelm finally gets low on health, really go after him as he will otherwise spawn Repair Surveyors to rejuvenate himself. If you're quick and have tremendous fire power, you can attempt to destroy him without harming any of his repair surveyors to complete a challenge. This approach is best left for those with higher levels. For first time encounters, you should take out the surveyors immediately. Alternatively, if you're having trouble and getting killed repeatedly, retreat into the defile next to where you'll respawn, and snipe at Wilhelm from there. It may not be glamourous, but it will keep you out of the line of fire enough to get the job done. Wilhelm, if given enough time, will also spawn various Loader minions including Badass Loaders. He can attack from a distance with various ranged attacks but he can also execute some devestating close range attacks including a spinning attack that hits anything within range.This isn't really a problem until you realize that he has jets on his feet which let him get around the area very quickly.
When you finally do dispose of Wilhelm, loot the area, pick up his Power Core and use the one way Travel Point to take it back to Sanctuary; Roland will have you deliver it to the gate to install it. Upon doing so, through a series of cutscenes, you'll soon realize that the whole thing was an elaborate sham engineered by Handsome Jack in order to undermine Sanctuary's protective shields. With your help Sanctuary will then be forced to take flight (literally) and you'll be unceremoniously dumped alone and abandoned in the desert. You won't get back to Sanctuary until you've successfully played some additional tough new parts. Thus before plugging in that new power core and installing it, ensure that you've attended to all the side quests available if you want to do them or else you'll do them without Sanctuary support.
Insofar as the Tundra, you can even return to complete side quests, or repeatedly fight Varkids, bandits or even Wilhelm again, for more XP. So, re-arm and re-fit as needed, and when you're finally ready to be left alone in the desert, go to the gate where you first entered Sanctuary and talk to the soldier next to the Shield Generator Power Station; replace the power core to start the cutscene to complete this chapter of the game.