When you go to meet Sam after killing the men downstairs, he will start to shoot. Go back in quickly so that none of the bullets hit you. Wait until he turns around. Come out and shoot him. When you reload, immediately come back in and wait. He will turn around again. Come out and shoot him. Keep doing this until he runs away. Run to the place where Sam was standing. You will see a pool of blood. Follow the path of blood. You will see a wall going to the left. Sam is hiding behind there. Run towards it and shoot the wall with your gun until Sam comes out. Because you were shooting the wall before Sam appears, he will then get injured. You will see the cinematic of Tommy killing Sam. Note: Make sure that you come out of the wall so Sam can see you and start shooting. If you do not do this, Sam will not turn around.
When going to meet Sam at the top level of the museum, you are already hiding behind a wall. Sam is opposite of you with a Thompson. Shoot the top of the wall wher you are hiding behind with about 35 rounds from the Tommy gun. It will collapse downwards and the entire museum will shake. You will see a cinematic where bricks fall on Sam and he dies.
If you walk in the museum without the Colt Detective, it will not go to it automatically. Instead you can use whatever you have in your hands. If you have the Thompson it can be used to clean up all the enemies easily. Remember to check the bodies. At least two of them have grenades on them, which are very useful for some rooms.