Walkthrough:King of Fire
"King of Fire" is a job for the Cooper Gang in "A Cold Alliance" of Sly 3: Honor Among Thieves.
Walkthrough
Murray
After the starting cutscene, you take control of Murray. Jump on the bounce pad that is in front of you, and land on top of the fist-topped pillar. Change into Murray's ball form and bounce from pillar to pillar, pressing 
while falling to speed up, and press 
when you hit the ground to bounce back to height. Including the first pillar, there are a total of five pillars. The guards on the ground shouldn't pose a problem, as long as you successfully keep your momentum. If you can't reach a pillar, you can continue to press while falling and try to bounce back up onto a pillar, or you can start over using the bounce pad.
Once you reach the fifth pillar, jump onto the edge of the cliff and run along the path, until you reach a bridge. To the left side of the bridge there is a decorative pillar with a flag hanging on it. Walk to this to finish the Murray section of the mission. A cutscene will play, after which you will take control of Penelope's RC car.
RC car
Steer Penelope's RC car using 
, accelerate with , decelerate and reverse with and fire the turret with 
. The turret will overheat if you fire too much, so try firing in short bursts.
Here, you need to shoot seven bamboo stalks to split them in two. They are fairly easy to locate, as they all grow around the main stone pillar in the center of the frozen lake. The bamboo stalks start off as a dark gray color, and will become yellowish and separate into two prongs when they are shot. Another cutscene will play once all seven stalks are broken, and then you take control of Sly.
Sly
As Sly, you need to get up to where Murray is, and luckily, the path is straightforward. Ninja Spire Jump from the path onto the first of fourteen bamboo points by jumping towards the bamboo point's stealth aura and pressing 
. Repeat the process until you land on the last bamboo point, and then jump onto the cliff. Don't land on the ice or it will break and you will have to start over. You can use the rocks that are frozen into the lake to return to the starting point if you happen to fall and land on one.
After you make your way up to Murray, a short cutscene will play. You must now jump into Murray's arms by jumping and pressing . Press to launch Sly into the air, and press to spire jump on top of the banner pole. Smack the supports to loose the firework pinwheels. After this, Murray will move to the next place. Repeat the process, after which a cutscene will play and you take control of Bentley.
Bentley
Bentley's section, while short, isn't necessarily simple. You must shoot the three fireworks on each pinwheel with your sleep darts. Aim the reticle with and fire the dart by pressing . After shooting the first firework, the wheel will begin to spin, making it harder to shoot the next firework. To shoot the second firework, fire a dart immediately after your reticule passes by the fire of the first firework. The wheel will spin even faster, making the last shot even more difficult to make. The third can be hit by shooting when the reticule passes by the middle section of the second firework.
After you get one pinwheel spinning fast enough, Bentley's binocucom will zoom out and you must repeat the process for the second pinwheel. After getting both pinwheels spinning at maximum velocity, a cutscene will play, and you will take control of the Guru.
The Guru
As the Guru, you must possess a guard by jumping and pressing behind his back and jump the guard onto the house near the cliff that Murray first landed on. There are an infinite amount of guards, so if you smash one into the building, or run one into the water, you can just possess another. Remember that the Guru can't fight in any way, so if you get caught in a guard's flashlight, hold 
to turn into a piece of the environment.
Once you successfully jump a guard onto the roof, jump off his back by pressing either or 
. You can now light the two fireworks that are on the roof by pressing near them. After the two short cutscenes, jump off the roof and head over to the firework pinwheel that is now on the ground by the starting point. After you ride the makeshift elevator up, jump off and head over to where Murray and Sly are. After the cutscene, you will again take control of Sly.
Sly
In the Panda King's mind, you must fight him in a similar way to the first game, with one notable difference: Panda King will be able to use all of his close-range attacks from the start. Make your way up to the Panda King to initiate the fight. As you approach, he will throw fireballs in your way; dodge his fireball attacks by jumping and running around the center. After reaching him, he will switch to using his close-range attacks. If he raises one hand to the side and above his head, while lifting up his leg (Fiery Wheel), jump over his arm as he attacks. If he holds both arms up with his palms out (Palms of Thunder), you can dodge the attack by standing directly in front of him. If he raises an arm straight up in a chopping stance (Booming Chop), run to the side of him just before he attacks.
Continually attack him whilst dodging his attacks until you deplete a fifth of his health, at which point he bounces you away. After a brief cutscene, a thought bubble appears above Sly's head, which informs you that you need to get the Panda King out of the memory loop. Press to continue, at which point you are given four options mapped to the face buttons. To end the fight and complete the mission, choose the option: "Make him sad." If you choose any of the other options, you will have to continue fighting the Panda King until you deplete another fifth of his health; you will then be allowed to pick from the remaining options you haven't tried.