The mail comes and Bart gets a threatening letter written in blood and he suspects everyone he knows. Marge goes to the police and we soon find out that Sideshow Bob has been writing the threats in prison. Sideshow Bob is up for parole, of which is quickly granted and he soon meets the Simpson family by coincidence in a movie theater.
They look into security systems and hired goons to get rid of him. When that fails, they go into an FBI witness protection program. Homer wants to be John Elway, but instead they become the "Thompsons" of Terror Lake. They move onto a houseboat and wear Witness Relocation Program T-shirts and hats. In the process, they abandon their old lives, including Grandpa.
Sideshow Bob stows away under their car and goes with them to Terror Lake. He meets up with Bart and vows to get his revenge. Bob later ties up the rest of the "Thompson" family that night and sets his sight on Bart. Bob puts Bart in a corner, or so it seems until Bart asks him to sing the entire score from the "HMS Pinafore" before Bob kills him. Bob agrees, making just enough time to get back to Springfield.
Right after he finishes, the Springfield police apprehend Sideshow Bob and the "Thompsons" can return home. They return to find that Abe has somehow turned into a woman by his not taking his pills, and his quickly given his pills to return to normal.