It's the final heist, the bank one. At the end, the game wants you to escape central Los Santos on bikes, and hightail it to the mountain. When on the top, you jump off the edge, and parachute down to the river and get into the dinghy. Once everyone is in the boat, it's a "mission success", but if anyone dies, it's game over.
Seeing as you get a big fuckoff wanted level, getting there without dying is hard. The trick was, to get an Armored Kuruma (because garages weren't blocked, you could get in and get a car), and drive to the mountain with no deaths, since the cops couldn't do shit. Seems that way is patched though.