Answer:
You have to rescue the three spies in order, because the first spy gives you the item to rescue the second spy, and the second spy gives you the item to rescue the third spy.
The first spy is in the warehouse at the Docks, the second is in the electrified building on Toupee Terrace, and the third spy is in a greenhouse on the Rooftops above the Grease Monkey garage.
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