Don't believe the hype
State Line

Though it's titled "Race No Shoot," this scenario isn't a good-natured competition like Mondo Burger, and there are plenty of bullets flying. Pick a quick car, load it with lots of armor on the back, and put some small armaments on the front mounts. You won't be engaging the enemy, but you'll need some firepower at the end. You may also want to add a blower and Nitrous Oxide for some extra speed boosts along the way, and a radar jammer for stealth.

There are several roadblocks along highway 114, and you'll need to get around all of them. The first is the hardest - to get around it, you'll need to make your way through the off-road maze to the north of the highway. Turn right at the access road, then turn left when it ends. You'll come to a fork in the road with a detour sign directing you to the left. Instead, go right. At each subsequent fork, go in the opposite direction that the sign is pointing. Finally, you'll come to a fork with no sign - turn right. Follow this road back to 114 and continue west.

The next roadblock is open, so you can wind your way through the blockade without much trouble. The final roadblock will seem the trickiest, as several cruisers are waiting, and you're walled in by the mountains to the north and south. Note the water tower near the roadblock (remember how you got into Fort Davis?).

Shoot the water tower, then hit the fallen base at full speed. You'll sail over the roadblock and land safely in New Mexico.