Chase has a tip that somebody who's in close with Rex Fury is in Albatross Prison. Problem is, Chief Dunby has closed the file on the Fury case, believing that he's long gone. Chase has to prove otherwise - and an informant in the Prison will (hopefully) give him the info he needs.
If you started back by the site of your last mission you'll be at the front doors of City Bank. Use the hand holds to your left to hop on top of the entrance and find a Super Block. That done, take a car back to the police station. Beside the station you'll find a spot for a Super Build that will net you the Imprisoner and a Gold Brick. (You should also look in the police station - if you bust up the two machines on the right side of the ground floor you can reassemble them into a kid's ride and use it to get a Gold Brick.)
Run around the back of the police station and bash up the trash containers to get pieces for hand grips. Use these to get over the fence. Back here you'll find that Bluffbeard, the guy who brought Chase into the game in the first place, is now in charge of the ferry to the Prison - but he sunk his ferry. You need 15,000 bricks to make a new one for the old salt. There are two ways to do this.
Ellie will give you Data Scan so you can hunt down any Super Blocks near your position, and, luckily, there are a few you can grab in the immediate vicinity. One is at the rear of the police station, and you can get at it by wall jumping up to a catapult and some handhelds that will take you atop the 'Police' sign; another is atop a small building to the right side of the workout yard; yet another can be found by looking for a Scan point in the adjacent park and following the tracks to an ice machine. You can potentially find more by wandering out into the city, but most of them are inaccessible at this time.
The other way, after you've collected those two Super Blocks, is to trash the town. Get in a car and build up a high brick multiplier by destroying random objects, namely street lights, benches, tables, signs, virtually anything you come across. There's a park beside the police station that you can plow through, and the streets are lined with viable targets for your multiplier. The more things you hit in a row, the higher the multiplier and the more quickly you'll earn bricks. Just be careful not to hit cars, as they won't count towards the multiplier and will slow you down.
Return to the Super Build spot by the pier once you have the 15,000 bricks. This will allow you to build a Ferry, one of three in the city. You'll also receive a Gold Brick and unlock a new car [WHICH CAR WHICH CAR]. Check the ticket machine here to head off to Albatross Island.
You'll debark outside the gate, and though the guard is asleep you can't use the front door. You'll have to find another way in. Start by hopping down onto the beach to the left of the door. You can make a full circuit of the island, and along the way you'll find various LEGO objects you can trash and reassemble. Some of them you can't use -
- but a few of them you can. Three of these heaps of blocks can be turned into small castles, and if you get all three an icon for the Tribal Hunter collectible will appear back on the pier. Along the way you'll also find another block bundle by a small pond just off of the beach, and if you reassemble it you'll get the Press Reporter collectible.
Return to the front gate. To the right of the gate is a box. Bust it open to get a bundle of parts. Carry these parts to the green square to the left of the gate. Assemble them for hand holds that will get you over the fence. Once inside, bust open the first crate you see to find a Detective Scan spot. Follow the tracks to a bundle of trash at the end of this path, under which you'll find a key. Take the key to the door on the building to your right, open it up, and use the switch inside to open up the next gate.
There are studs to collect if you run up to the main gate, but little else. Take a left here instead and trash the bins to get pieces for assembling a wall jump. Hop up the wall, pound B at the top to get up the slope, and shimmy along the fence at the top to find a bar you can use to get inside the fence. (If you keep shimmying past here you can also find the Butcher collectible.) Grapple up the wall ahead.
Check to the left at the top to find a Super Block, then head right along the outer wall. Near the entrance you can hop off of the wall to get at a Super Block, though you'll have to go all the way back around and up (and there's an easier way to get it later anyway). Make your way to the guard tower with the grapple point, use it to get to the top of the tower, and jump at the blue pole ahead. Use this to get at the Super Block on top of the tower. That done, hop down into the prison yard below. The search for Blue begins.