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Story related, cannot be missed.
End of the Line is the final story mission in San Andreas.
You will start this mission from "Sweet" in Grove Street but you must first have at least 35% of gang territory under your control.
You can check this in the Stats menu under Gangs > Territory under control.
Sweet will then give you a call on your cell phone when you can start the mission.

The mission is quite long and you will need to kill a lot of enemies.
You will first travel to the crackhouse to take down Big Smoke.
There are lots of enemies here, so make sure that you stock up on armor and ammunition before starting the mission.
You will need to make your way up four floors until you get to Big Smoke.
You will find armor and health at the end of each floor.
Once you have killed Big Smoke you will then need to hunt down and kill Officer Tenpenny.
Just keep following him and kill all the cops and "gangstas" that pursue.
Once you have killed Tenpenny and returned to Grove Street, the mission will be completed and the trophy will unlock.