Frank investigates a group of murders, which seem like they were just suicide until Frank comes in and investigates. He discovers that each of the victims listened to a tape that caused them to relive their most painful memories, which resulted in their death. After he pushes the investigation into the right direction, Frank does something that seems a bit out of character to the people around him: he leaves the investigation.
This is where the episode goes from a somewhat average episode to the best of the season. Frank goes back to his old yellow house, and the new owner gives him his mail, which includes one of the tapes that the victims listened to. After listening to the tape, Frank faces his own worst nightmare: Catherine's death. We also learn what happened immediately after her death. This part of the episode is very well written, showing just what Catherine meant to him, his regrets over his decisions with the Millennium group, his guilt about how he lived and she died. Great acting, writing and directing make this the best of the season so far.