COLLECTABLE and MISSABLE
After you activate the power to the Subway, you will be chased almost non-stop by Nemesis until you reach the Sewers, but you can stop him if you and it will buy you some time.
Looking at Nemesis, you will see an electronic device on his chest, use your shotgun or handgun to hit that device. Eventually, Nemesis will start using his arm to block your from shooting his "heart", this is where having a hang grenade should come into play. Hand Grenades deal a lot of damage to Nemesis, and sometimes he is likely doing to kneel down just from that and a couple shots. Another way to get past his arm blocking the weak spot is to find a malfunctioning generator, one of which is in front of the Donut Shop, shooting it with Nemesis close to it will shock him for a reasonable amount of time, giving you a chance to do what you want with him.
Downing Nemesis will sometimes give you a crate, sometimes it will give you an Extended Mag for your handgun, and a Moderator also for your handgun, if you haven't downed Nemesis at all throughout, you will definitely down him with the Infinite Rocket Launcher.