Complete the mission for Agent 047 (Mikail whatever his name is) Where he sends you to a to hack a NAR server. Complete this whole mission and head back to the same building and you'll find 3 ammo boxes and two pistols. Handy.
Gas Mask Location
Later on in the same mission he sends you to a building smoked out with green gas. Keep this is mind for later as for when you go exploring in Moscow that building also has the gas mask on the bottom floor. You can only access this building Via the Escape ladders.
To the top right of the map you'll find 3 guys around a truck. When close enough they will brag on about trying to hurry up. Once you've dealt with the the building to the east house your shotgun.