He is in the Jazz place
no
the black widow
When the strange man jumps in the boat he will drop it
He is in the Black Widow's house.
the strange man stealing the scream
In the 'All That Jazz Cafe'
You have to go to the jazz cafe and he is at the stage
(Dah) he went to the clown house
All you have to do is go to were you met the strange man and enter the tunnels there
Yes, you need to get a job by talking to the strange man at the end of the underground tour
he just doesn't. and why would he follow? it would be pointless.
The strange man (who has no name but has gotten the nickname "shady guy") is waiting for you when you finish the Underground Tunnel Tour. After you get the museum job, he is waiting at night for you at the exit gate, again.