De-lurking for this one, as UV maps are rather difficult and I'm quite good with them(and few people like to have anything to do with complicated UVs, in my experience).
The basic UV methods the tutorials have taught you is all you need, in the end. The trick is to treat the mesh as bits and pieces that are easy to UV individually, until you get the whole thing done.
For example, the fuselage of the sub is basically cylndrical. Treat it as such. Depending on your software, the specifics change, but the general method is to select just the fuselage(probably leaving the very front couple of loops alone), and UV it as a cylinder. You then scale the UVs uniformly down to make some room on the texture sheet for the remainder of your UVs(do try to keep things in proper porportions if you can!).
From there, you'd likely treat the ends of the fuselage as separate pieces, and UV them with a planar map straight-on so you get a nice circular profile to paint on. Scale down and set aside on their own portion of the UV sheet, and basically keep going, picking projections that make sense for each part. Planars for fins, cylinders for the antenna, etc.
The biggest trouble you're likely to have is the periscope. The best way to handle it would probably the to use a morph map to un-bend the periscope and hit it with a cylindrical projection to get the UVs, and then toss the morph out to return it to its bent shape(That depends on your package's capabilities). Otherwise, you may want to re-model it, UV it while it's still straight and then bend it, depending on your exact methodology.
That's about the best I can do without knowing more about your methodology.
(From what i recall of 3DSMax, you'll want to do something with a Mesh select modifier followed by the UV modifier of choice, but it's been a while since I used MAX for this sort of thing. It used to be kind of kludgey for game UVs, and I haven't really researched the way it's done in newer versions, since I use modo for all my modeling tasks these days and import them into MAX with full UVs.)
EDIT: This is in a lot of ways similar to the tutorial that was posted above, though not entirely. Between the two you should be able to work something acceptable out. The only problem with the tut is it deals in mostly flat surfaces and nearly everything's nicely boxlike, but it should get you some of the techniques you'll need for working in MAX.
