Right at the end of the 7th campaign mission Transit Yards you will enter a moving train, where you will need to fight your way through several compartments full of enemies. In the very last one two enemies will each pick up a hostage, and they are who you need to save.
I found the easiest way to save them both was to use a sleep gas grenade upon entering, (making sure you have bought + equipped them beforehand of course). You should have enough time to quickly toss one in the right spot to knock out both enemies without needing to do anything else.