After Photo Shoot, Niko will get a call from Mallorie, saying that Roman has been kidnapped. In this mission, Dimitri Rascalov will send you a picture message of Roman, being kidnapped and a shotgun pointed at him. (You would have got the higher grade handphone from Playboy X by now so you can view pictures.) Niko grunts and says, "Dimitri, you have crossed the line! You are a dead man Dimitri, a Dead Man!" before hanging up the phone. Head over to the warehouse in Lompoc Avenue in Bohan where Roman is being held. Go to the back of the building and pick up the AK47. Nearby is a set of walls and Dimitri's goons inside. Take cover under the wall and pull out a powerful weapon. Shoot one of the guards to let them know you mean business!
Take out every guard from the first floor while in cover. Some are in cover too, so go inside and finish them. Walk up the stairs to the second floor and look to your right. About five goons are hiding. Shoot them and use their cover to kill the rest of the people on the second floor. Make your way to the third floor and shoot the goons on the roof. Kill the last of the ones inside and get into the room where Roman is being threatened by a goon.
It is recommended that you don't use any explosive weapons as there are lots of explosive barrels and if you use a grenade or rocket launcher in there you'll be killed instantly by the explosion, but when you are on the first floor you can use either to take out some goons on the upper floors.
There are two ways to free Roman: get closer and free-aim an assault rifle or use a sniper rifle. If you want to free aim with an AK 47 or similar weapon, get a bit closer until you have a clear view and shoot the goon. You can zoom in and use the sniper rifle as well.
Once Roman Bellic is freed, you will see a scene where the goon is executed and Roman is freed and injured. Get into the nearby Bobcat and drive him to the Bohan safehouse, but make sure not to hit any red explosive barrels near the warehouse, as hitting them will explode the car.
After this Roman reveals his gambling addiction and also shortly after you drop Roman off, he will call you to inform that he has purchased a new penthouse in Middle Park. You can now use that as your safehouse. Also because Roman is making a great deal of money, he's bought a new fleet of cabs for his Car Services. Instead of the rusty old Esperantos, it's now black Cavalcades. However, he didn't hire any new taxi drivers (which means you're stuck with Mohammad!)
In "The Lost and Damned" episodic content it's revealed that Johnny Klebitz kidnapped Roman because Ashley owed Dimitri's men a favour after acquiring a large debt. This side of the kidnap, Roman's Holiday has Johnny and Malc taking Roman after gambling at his usual spot and then taking him to the warehouse in Bohan.