Upon entering the bunker, head down the stairs and approach the door ahead of you, attempting to open the door causes a prompt to appear asking whether you wish to continue and commit to traveling to Sierra Madre. Accepting the challenge opens the door.
Walk through the door and approach the radio, The Courier is then knocked unconscious by gas flooding into the room and the player is treated to a slide show detailing the history of the Sierra Madre casino. You will receive an in-game message stating that your companions have returned to their homes.
Upon waking, the courier will find they have been stripped of all useful armor and weapons. The player is greeted by Father Elijah's hologram, which explains that the courier has been fitted with an explosive collar and that he, Father Elijah, demands the player to recruit three companions in order to carry out a heist for the centuries upon the casino.
Before going anywhere hop into the fountain, gather the coins (you want to get all you can in this game) and also pick up the Ace of Spades card for the first of 5 cards in the "Dead Man's Hand" bonus.
While exploring, make sure you look for all 15 of "Deans Stash" briefcases!
Track down the source of the Sierra Madre invitation.