Reese is on a bus leaving New Rochelle. A kid notices him and asks why his side is bleeding.
At their headquarters, Finch comes in and finds Reese already there. The programmer says that they don't have a Number and gives Reese the day off, and then admits that he knows it's Reese's birthday. Finch gives him a small gift box and tells him to do whatever he usually does on his days off, and Reese eyes him suspiciously. Once he leaves, Finch enters the new Number into the computer and confirms it belongs to a woman calling herself Karen Garner.
Reese ends up at the park playing checkers with an old friend, Mr. Han. Once Reese tells him, Han wishes him a happy birthday and asks what he got. When Reese opens the box, he discovers that it contains an unmarked key.
FBI Agent Donnelly comes to see Carter and explains that he has a lead on Reese from a smuggling case a few months back. Reese's blood was found at the scene of a shooting and they've matched the DNA to blood found at the home of Peter Arndt, a real estate developer who disappeared in 2011 and is presumed dead. Donnelly explains that Arndt was deeply in debt and figures one of his investors may have hired Reese to kill him. The agent asks Carter if she wants to work the case with him since she's been on Reese since the beginning, and Carter says that she'll think about it.
Finch calls Carter and arranges a meeting at a working-bar. She asks him about New Rochelle and realizes that he knows something. When Carter tells Finch that Donnelly wants her on the case, Finch agrees and hints that she could tamper with any evidence leading to Reese. Carter doesn't give him an answer and asks what Finch wanted, and Finch tells her that they'll talk once she gets back. Once the detective leaves, Finch chats briefly with his waitress... Karen Garner.
Reese tries to reach Jessica on her cell phone and then goes to the hospital where she works. The triage nurse informs him that Jessica died in a car accident two months ago, and offers to give Reese Peter's phone number. Reese leaves without taking it, brushing past a man in a wheelchair.
Finch has Fusco watch Karen in Reese's absence, and the detective points out that Karen is wanted for passing bad checks and identity theft. However, Finch tells him that "Karen Garner" didn't exist until three months ago. He figures that Karen is on the run from an abusive spouse, and Fusco wonders why Reese isn't involved. Finch tells him that they'll handle the situation and not to call Reese.
Reese is at his cheap apartment, bored with nothing to do. He checks his messages and confirms that Finch hasn't left him any text messages.
In New Rochelle, Carter goes to Peter's home and meets Donnelly. The agent explains about how Peter borrowed money from loan sharks, lost his wife in a car accident, and then disappeared himself two months later. Blood was found all over the kitchen and living room, and Carter points out that isn't her suspect's Donnelly figured that it was Reese's first job and he wasn't expecting Peter to put up a fight. Donnelly gets a lead on one of the loan sharks but Carter figures that she's rather talk to the local detectives.
As Fusco follows Karen, he tells Finch that someone has her spooked. While Finch tries to work out who she's running from, Fusco loses Karen when she ducks out the back of a store.
Finch goes back to the bar and asks about Karen, claiming he's a neighbor, and the bartender tells him that she called in to say she was taking the day off. As Finch leaves, a U.S. Marshal, Brad Jennings, approaches him and asks what his interest is in Karen. Finch repeats his cover story and Brad asks where he lives. When Finch refuses to say, Brad threatens to take him in. Reese arrives, posing as Detective Stills, and tells Brad that Finch is a CI and the Marshal is threatening his cover. Reese gets Finch into the car and says that he has a few questions of his own for him.
Back at their headquarters, Finch claims that he was concerned about Reese's sensitivities and kept their newest Number secret. He explains that when he first built the Machine, a lot of Numbers of women kept coming up repeatedly. He finally realized that they were living with the men who would ultimately kill them. Reese takes Karen's address, tells Finch that they'll discuss it more later, and goes to protect the Number.
Karen enters her apartment via the fire escape and draws a gun when she discovers that Reese is waiting for her. Reese says that he knows she's running from an abusive husband and offers his help, warning her that he knows what it's like to run and keep running. Karen admits her real name is Sarah, and Finch confirms that it's Sarah Jennings... and recognizes Brad's last name from earlier. Reese tells Finch to watch over Sarah while he goes to make sure that Brad doesn't bother Sarah again... ever.
Carter meets with Detective Nichols, who explains that Jessica apparently died in an accident and Peter survived the crash.
Once Peter leaves home, Reese breaks in and finds a photo of Jessica. He then replays the last voice mail that she left him, saying that she needs to talk to him.
Jessica is on the phone and leaves her message. Before she can finish, Peter comes into the kitchen, drinking a beer. She insists the call was nothing and eyes him nervously as he scowls at her.
Carter goes to the morgue and gets the coroner to show her Jessica's x-rays. The head and neck injuries are apparently consistent with blunt force trauma from a car wreck, but Carter notices two earlier injuries on the arm and wrist that appear to have been inflicted by a human being. She also points out that the fatal injuries are unlikely given the airbags in Jessica's car. The coroner defends his autopsy report.
Peter finally snaps, grabbing Jessica by the arm and twisting. She struggles and falls, hitting her head on the counter. Once he realizes his wife is dead, Peter puts her in the car, drives her to the crash scene, and fakes an accident.
Donnelly calls Carter to invite her to come along as he talks to Jessica's mother, Sharon.
While Finch watches Sarah's apartment and tracks her cell phone GPS, he calls to tell Reese that Brad has been sued twice due to excessive force but the cases were dismissed. He figures that Brad trumped up the charges against Sarah so he could use his office's resources to track her down. Reese tells Finch that he plans to stop brad by showing him what a real monster looks like, and then barges into the local US Marshals office, knocks out two marshals, and beats Brad. He then warns the man to stop pursuing Sarah or he'll be back, knocks out another deputy, and leaves. Meanwhile, Finch loses the GPS signal and goes to Sarah's apartment, and discovers that she's smashed her cell phone and escaped via the fire escape.
Sarah goes to Grand Central Station and tries to buy a train ticket out of town. However, the ticketing agent recognizes her from an alert and calls in the transit cops, who quickly arrest her. By the time Finch and Reese get there, Brad has taken her into custody. Reese figures that since the incident at the Marshals office, Brad will have to get Sarah out of town on her own to avoid a close scrutiny of the trumped-up case. Finch tracks the Internet hot spot in Brad's government car and they spot him heading out of town. Reese tells Finch to leave the laptop and get out, and Finch hastily does so.
Carter and Donnelly talk to Jessica's mother, who says that she didn't now about Peter's financial difficulties and is surprised when Donnelly tells her that her son-in-law owed $3 million to loan sharks. Donnelly gets a call and Carter asks Sharon if she knew that Jessica and Peter were having problems. Sharon dismisses any problems they had as minor and typically for a married couple. Donnelly calls Carter outside and tells her that Reese has been confirmed attacking four US Marshal deputies and asks her to wrap things up with Sharon while he heads back to New York City. Carter waits until the FBI agent leaves and then calls Finch, who claims that he has Reese under control. He asks about her investigation and Carter tells him that she believes Peter killed Jessica and made it look like an accident, and then Reese killed the developer. She asks Finch if knows anything else before going back inside, but Finch hastily hangs up.
Inside, Carter continues to probe, hinting that Peter may have assaulted his wife. Sharon insists that her son-in-law was a good man and loved her daughter. As Carter starts to leave, Sharon comments that Peter was better than her daughter's usual type. She explains that Jessica's last boyfriend before Peter was a soldier, John, who told her not to wait for him when he shipped overseas. Sharon admits that perhaps her daughter would have been better off if she had. Carter connects the boyfriend to Reese and gets Sharon's permission to look through Jessica's things. She finally locates a photo of Jessica and Reese together.
At the Arndt home, Reese watches a video of the couple's wedding and remembers what he told her about how everyone is alone in the end and no one comes to save them.
Carter calls a friend from her days in the Army and has him dig up any information on a soldier named John at a military base near where he and Jessica met.
That night, Finch calls Reese and asks what he plans to do. Reese informs his employer that since Brad didn't take his chance, he plans to take care of it. Finch suggests that they call in the police for once, but Reese reminds him that he hired him to do what had to be done, and to hire someone else if he doesn't like how he handles things.
Brad gets a room at a motel.
Finch calls Carter, who accuses him of setting her up to find out about Reese's background. He says that isn't important right now and that he needs her to stop Reese because he can't.
Brad dumps the handcuffed Sarah on the motel room bed and first tries to apologize. She agrees to give him another chance and then asks him to free her. Brad slaps her and says she never knew when to stop talking, and then draws his gun and says he can't deal with her anymore. Reese uses his cell phone to call the room, distracting Brad long for him to burst in, disarm the deputy marshal, and knock him to the ground. He then gives Sarah a wad of bills and tells her to go wherever she wants. Once Sarah leaves, Brad laughs and says that it's not over. He figures that Reese has never been in love because if was, he would know that. Reese leans down and tells Brad that it's over for him.
Carter is on her way to the motel when she spots Reese's car up ahead. She stops him and warns that he can't do what he did in New Rochelle. Angry and disgusted, Reese says that he'll do what he has to because if he doesn't, then Brad will get away with it and there's nothing she can do. He asks Carter to trust that he'll do what needs to be done and she reluctantly lets him go.
When Peter comes home, he finds Reese in his living room. He figures that the loan sharks sent him but Reese tells him that he has nothing that he wants. Depressed, Reese explains that he left Jessica because he thought that she needed someone who would be there for her, someone like Peter. He tells the developer that Jessica made him better but now she's gone, and wonders what he is now. He advances on Peter, who picks up a fireplace poker and tries to defend himself.
Reese gets back to New York City and tells that he finished up his business. Finch asks if Reese understands why he tried to keep him off the case, and Finch asks if he understands why he should have let him handle it. He asks Finch if Jessica was one of the Numbers he mentioned earlier, but Finch says that it doesn't matter because Jessica was murdered before they started working together and there's nothing either one of them could have done. Finch then gives Reese a business card with an address written on the back, says that he forgot to give him the rest of his birthday present, and walks away.
Carter arrives at her desk and finds the file on Reese on her desk. However, she shreds it and pockets the photo of Jessica and Reese that she found earlier. Back at her desk, Carter gets a call from a warden at an overseas prison. He tells her that Reese, using an alias, turned in Brad along with the ten pounds of uncut heroin that Brad was supposedly smuggling.
Reese goes to the address on the card. He uses the key to let himself in and finds a brand new apartment, overlooking the park and the table where he and Han play checkers.
The triage nurse informs Reese that Jessica died in a car accident two months ago, and offers to give him Peter's phone number. Reese leaves without taking it, brushing past a man in a wheelchair... Finch. He has a folder with the Numbers and photos of Reese, Jessica, and Peter. When Reese vaguely says that he's sorry and continues on his way, Finch realizes who he is and says that he's the one who is sorry.