A man crawls inside a bedroom window and stands over a sleeping girl. She awakens and greets her father warmly. The daughter, Jody, asks her father to tell her a story. He tells the story of a lonely king looking for his queen and he meets a bar maid. When asks whether the king rescues the trapped bar maid, the man says the king and the maid rode off together, but the king discovered the maid was not his queen. Meanwhile, a waitress is kidnapped from a diner.
Tennessee Williams said, "We're all of us sentenced to solitary confinement inside our own skins, for life."
The BAU is called in to investigate the death of Tanya Hill, a waitress whose body was found in Edgewood, New Mexico. She had been strangled and discovered dumped in a ditch on the highway, so Reid thinks the unsub might be based in New Mexico. Meanwhile, the unsub picks up a hitchhiker at a diner who looking for a ride going west.
Hotch notices a discrepancy between the time the victims were kidnapped and when they were killed. If the unsub has been taking multiple victims, then the time between kidnapping and killing had been growing steadily closer together. The team discovers all but of one Tanya's nails are torn off.
The unsub places the hitchhiker in a small, metal room. He speaks with her via intercom and asks her questions. He first asks her if she believes in God. When she says she does, he tells her that he doesn't believe her. She is then locked in the room in total darkness.
JJ notices Tanya's body has traces of diesel fuel and sugar. Sugar is used by truckers to absorb excess fuel.
Nancy Campbell and her daughter, Courtney, are driving late at night. They stop at a rest stop, but when Nancy goes to use the restroom, the unsub grabs her as she is seated in the stall.
Morgan and Prentiss talk to Courtney, and she mentions she noticed the man who kidnapped her mother had a big-rig truck. Morgan asks sheriff to comb the area because the unsub might have arrived at the rest stop to dump another body and to seek a fresh victim. They do find a woman, who has been strangled, and has metal shavings in her fingernails.
Hotch and Rossi determine there's something special about Nancy that made the unsub want her because kidnapping her from such a public place with her daughter as a witness would have blown his cover. The unsub must have a certain type of victim he's seeking.
The man has returned to his daughter's house, and he tells her another story about the lonely king who finally found his perfect queen. Then Jody's foster mother, Lynn Clemons, tries to take Jody to school. She then informs the man that Jody will be taken out of foster care because a family wishes to adopt her. The man counters he's the only one who can truly love Jody.
The unsub speaks with Nancy, and tells her she isn't the same as all the others. He asks her what she would do if she found out her daughter was unhappy, and Nancy says she'd try to comfort her with a story. Nancy pleads for release because she has a daughter who needs her. Disgusted, the unsub leaves her in the dark and drives away with Nancy locked up in the back of the truck – where he has been keeping his victims.
Another body is found and Courtney fears it might be her mother. However, it is Lynn, Jody's foster mother.
Garcia uncovers the unsub's identity. He is Wade Hatchett, a man who lost custody of his daughter after his wife died. They find his address and believe he killed Lynn and return to get his daughter. Prentiss and Hotch takes Jody to another room so that they can play. Wade arrives at the house with Nancy and is immediately targeted by the tactical team.
Jody tells Prentiss and JJ that she has drawings based on the stories her father told her. From his truck, Wade is allowed to speak to Jody via radio, and tells her that the king and queen are at the castle trying to rescue the princess. Hotch agrees to allow Wade to see Jody if Nancy is released. Morgan rushes out when he sees Wade has a gun, and can't reach him before he shoots himself in the head.
Christopher Lasch said, "Family is a haven in a heartless world."
Prentiss and Morgan discuss the case in the jet, and about how Jody lost her mother and her father as well as her foster mother. The family that had planned on adopting her had backed out, but Morgan tells her a relative of Jody's wishes to take care of her. Morgan is a little surprised there can be a somewhat happy ending despite the tragedy surrounding Jody's life.