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Above the LawEdit
Lilly is captured by the corrupt police officer, Jo, and is handcuffed to a table in Lovely Fashion House. After Jo is defeated and killed, Frank frees Lilly and the three other hostages. He then takes Lilly and the others to the Security Room.
Note: It is possible for Lily to already be dead when Frank reaches the Lovely Fashion House if Frank took too long to get to the scoop.
In Infinity Mode, Lilly appears in Tucci's of Rome at Paradise Plaza from 4:19:00 to 5:00:00 and is armed with Lead Pipe. In her equipment she carries a rat saucer, a cleaver, a horse mask, a Golf Club and a Melon.