El Sin Nombre is the 11th mission in the Call of Duty: Modern Warfare 2 campaign, and sees you sneaking about a cartel mansion trying to get up to a third floor penthouse so that you can meet and identify the infamous El Sin Nombre. You don’t need to open Diego’s safe in order to complete the mission. In fact, you don’t need to enter his room at all, but there’s a plate carrier and a Lockwood 300 shotgun inside it. Plus, opening this safe will contribute to the Gentleman Thief trophy/achievement.
How to get to Diego’s room
Diego’s room is at one end of the long corridor that the ofrenda is at the opposite end of, and you’ll need to find the ofrenda to kill Diego and take his keycard. Killing Diego alerts the guards though, so it’s better to go to his room first (although you can also climb to the roof instead of killing Diego). It’s best to come up here via the stairs in the circular hallway, so that the guard at the ofrenda door doesn’t see you, and so that you can pick up some throwing knives in the billiard room. Kill the guard outside the ofrenda, and avoid the patrolling guard in the side-corridor to the right, then open the door to Diego’s room.
Where to find the code to Diego’s safe
As soon as you enter Diego’s room, turn left and look at the painting above the small cupboard. It’s a portrait of Lazar Salgado, and has the date 02/02/2019 on it. So, the code to Diego’s safe is 02-02-19. Continue into the suite and turn right to find the bedroom. Open the wardrobe here to find the safe, then enter the code 02-02-19 to open it and take the loot.