Extra Little Sister Bug
From BioShock Wiki
In the Neptune's Bounty and Fort Frolic levels, there are supposed to be 3 Little Sisters. But, if lucky enough, players can be presented with a 4th Little Sister and Big Daddy combo shortly after killing the 3rd. When attempting to exit these levels if the player dealt with an extra Little Sister they will be presented with a message informing them that they have missed one or more Little Sisters even though they got an extra one.
[edit] Neptune's Bounty
When encountering to the first Rosie in the (dock) area, he should be walking towards the hallway. He will retrieve a Little Sister from the hallway before the dock. Feel free to kill him, but it is best to allow the Splicers to attack the Rosie before starting - it just makes things easier.
After the first Rosie is dead and the Adam is gathered, DO NOT walk across the muddy area to the other side of the dock. Through several tests, walking to the other side of the docks prevented the extra Little Sister from appearing; so it is best to error on the side of caution.(Note: The extra Little Sister will sometimes still spawn if the muddy water is crossed). Rather than crossing to the other side, go through the door that leads to the Gatherer's Garden. Choose what to do in that little enclave, just be sure to not go upstairs. Instead of going upstairs, exit to the dock area opposite of the way entered.
From experience, it took a few times going from the Gatherer's Garden (It's uncertain what triggers the spawn script, but opening the Gatherer's Garden menu seems to work rather efficiently) back to the dock area before the extra Little Sister would appear. Regardless of how it's done, another Little Sister will be walking around. Get the ADAM any way and then head upstairs for the third Little Sister. Normally, the one upstairs is the second Little Sister and not the third, which leaves the fourth Little Sister for after the camera is retrieved. Just continue with the missions as normal and the remaining Little Sister should appear. After she is harvested or rescued, ignoring the fact that the pause menu has shown 3 little sisters captured, a fourth Little Sister symbol should appear.
Alternatively, for a simpler method, don't talk to Peach until three Little Sisters have been dealt with, which just requires waiting around for new Big Daddies to appear. After all three have appeared, talking to Peach will remove the gate, at which point the extra Little Sister can be seen. Save, if the Big Daddy kills you, the extra Little Sister may have time to "go home", and she won't be coming back.
[edit] Fort Frolic
This one is rather straight-forward. After gaining access to Poseidon Plaza, skip Martin Finnegan (this is optional, though it will be difficult if he is killed before Cobb) and head to the plaza itself. When at the plaza, kill the Spider Splicers that attack and stick around in this area; do not go upstairs just yet. Go hack the U-Invent and other vendors (purely for convenience since Trap Bolts take down the Bouncers with ease), but after about a minute, the first Big Daddy can be heard. Immediately after he is dead, a second Big Daddy will be heard walking around. Follow him until he summons a second Little Sister. From there, head upstairs and continue with the mission objectives. After photographing Cobb in Rapture Records, there should be another Big Daddy outside walking around with another Little Sister.
At this point, feel free to do whatever's needed in Poseidon Plaza as there are no more Little Sisters in this area. When ready for the extra (fourth and last) Little Sister, head back to Cohen's Masterpiece and nab the last Little Sister roaming around.
The key here is to not return to Cohen's Masterpiece (the Atrium) before three Little Sisters have been found in Poseidon Plaza.
[edit] Alternative Method
Sometimes things are simple, however. Deal with all but one. Wait until there's two out at the same time. Kill the Big Daddies. Deal with the sisters. Works on any level.
