I have noticed a bug on the Cossie mission in Heist Almighty on the PlayStation version of Grand Theft Auto. You are told to follow Cabot to Sonetti and kill them both. My experience was that Cabot's Bulldog would stop moving outside of the destination garage, and damaging it in any way would "fail" the mission (actually, you complete the mission, but only get a fraction of the reward because you didn't kill Sonetti too).
To fix this, simply jack Cabot's Bulldog and drive it into the open garage. Get out, and make your way out of the garage. The mission will continue as normal now.