To get the "Wake Up Call" achievement in Mafia II, you'll need to be in Chapter 11 and you'll need to let Leo know that there are bad guys on the way. Beat the clock to get to Leo, then get him out of there before Henry spots him. The trick is not to use any of the normal exits. You'll have to wake him up and help him climb down the building. Join Achievement Hunter as they show the full details of this Mafia 2 achievement.
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