You will need full Dead Eye for this. In the room with Sam, take care of the three men at the start. The one on the left will drop some health. After this, the big red curtain opens up, and two girls will attack you, along with Sam and everyone else up above you. If you get lucky, something will happen to the girls immediately and they will die. After they are dead, only shoot Sam. Pay no attention to the other men up there with him. When he picks up a barrel, shoot him as much as possible. If done correctly, he will have half of his health when he jumps down to your level. Once he is down there, continue to only focus on Sam. Stand behind any of the four poker tables until he begins to charge at you. He will ram himself into the table and become stunned. While he is stunned, use a Dead Eye on him. Do this with the other three tables. He should now be either dead or almost dead. if you still have a Dead Eye, wait for him to look at you, then use it. Otherwise, just shoot him until he dies.
When Sam jumps down to the ground floor, stand behind a table whenever he charges at you. After all four tables are cleared, wait for him to begin to charge, then jump onto the stage. He will hit the stage and become dizzy. Shoot him and he will eventually die.
Lure Sam up onto the stage, then jump down under cover from the shooters above. Sam will become stunned in the stage lights, leaving him open for some easy shots. If he comes out of it, just repeat until he is dead.