Here's a map I created of the Kino Der Toten map, might be useful.
And an additional guide I found, so props to whoever wrote it.
The first goal you need to have while playing this map is to make it to the power switch. If you can restore the power, you'll unlock the teleporter, the perk machines, the Mystery Box, a few traps, and ultimately allow yourself a lot more freedom of movement.
But how do I turn on the power?
Let me explain: You first have to make it through the cinema to the backstage. You can get to the backstage area by either taking the path to the right, or the path to the left. If you decide to take the path to the left, you can pick up an AK74U, access a Mystery Box, and also buy the MPL. The path to the right has the PM63, the MP40, and a Speed Cola. You decide which way you'll go, the most important thing is to get to the power.
Once you get to the backstage of the Theater, the power is located on the southwest portion of this (by the M16). You'll see the curtains on the stage raise, letting you know you have been successful. Also, the front doors of the theater room open up, creating a full open loop of this level.
Important note: It seems like turning on the power unlocks Gas Zombies... and these mother effer's aren't easy. Be aware of this.
How do I turn the Teleporter on?
You have to initiate the link in order to turn the Teleporter on. This is found in the backstage area as well, near the power switch and M16. Hold down the corresponding button until you hear a "click", then head back to the beginning of the level (the Lobby) to use the Teleporter. You'll have to stand on that weird looking platform and interact with it again to make it fully turned on. Once you do this, head back to the Theater Room to be transported to the projection room.
The Teleporter is on, but I'm confused...
The main use of the Teleporter is to transport you to the projection room. You'll find the Pack-a-Punch upgrade kiosk in this room. The most badass aspect of the projector room is the view of the zombies below. You can just sit up there and pick them off one by one, while collecting grenades off the wall and upgrading your weapons. Problem is, this only lasts for about 30 seconds. Also important to note that any zombies in the Teleporter when you use it will die instantly. Use it to your advantage!
What the hell is a Pack-a-Punch room?
Good question Roger. The Pack-a-Punch room is has a Pack-a-Punch Machine in it that upgrades your weapons. There will also be ammunition and a few pick-ups you can grab.
When do the Hellhounds show up?
They begin to show up after the 5th wave. They seem to come back every 5th round, although we have seen them only four rounds away a few times.
Best advice here is to find a corner, strap on your Shotgun, and blast away at their heads. If you are playing with a buddy, try to huddle up in opposite corners, so that you can cover each other while you are reloading.