Annie runs down the street in pursuit of a male fugitive. She follows him into a church, where a wedding is underway. The fugitive stands at the altar next to two grooms, all three with their backs to her. Annie trains her gun on the fugitive, instructing him to put his hands up and turn around. One groom turns around, revealing himself to be Jimmy. Then the other groom turns, it's Ben Crowley. Annie glances down and notices that she's in a wedding dress. Annie looks around the church and sees that Marco is a singer in the choir and Luke is dressed as a priest. She realizes that it's a dream. But she still wants the fugitive at the altar to turn around. Just as Annie reaches for the fugitive's shoulder, she wakes up with a start. She's in the surveillance van with Marco.
Annie shares with Marco that she's been sleeping terribly. Marco informs her that she was only out for about 15 minutes, but she was talking to herself. Marco heard Annie say, "Jimmy" and "Ben." Annie changes the subject to the target of their stakeout, Harcourt. Annie's DEA buddy tipped her that Harcourt's been running pot out of the location for the last three Saturdays. Just then, Jimmy radios that a car registered to Harcourt's father is approaching. Harcourt is behind the wheel with a friend in the passenger seat. The team bursts into the house. Marco captures the friend, but Harcourt takes off. Annie pursues Harcourt. He tries to climb over a chain link fence, which Annie warns him not to do. Harcourt gets hung up in the barbed wire. Annie, Jimmy and Luke look up at Harcourt and enjoy the show for a moment.
As sheriff's deputies take Harcourt away, Annie checks in with Marco about the friend he captured. His name is Jackie Walsh. Annie asks Marco if he knows why Jackie ran. Marco tells her that Luke is running Jackie's ID. Jackie interrupts to tell them that he wasn't the shooter. Luke takes Marco and Annie aside and shares that there's an open warrant on Jackie, as he's one of four guys wanted for the murder of a cop six months prior, the Ellen Lacy killing. Annie observes approvingly that they got their assault and battery collar and a lead on four cop killers, and it's not even lunch.
Annie and Jimmy interrogate Jackie Walsh. Jimmy asks him where John Macon, Stephen "Little Boy" Washington and his brother, Francis Washington, are. Annie shows Jackie a picture of Ellen Lacy, who was a wife and mother. Jackie explains that nothing bad was supposed to happen. He flashes back to the night four months ago when he was riding with Macon, Little Boy and Francis to collect from "some idiot crack head." Suddenly, a cop with flashing lights and a siren pulled them over. Macon panicked because he had jumped bail. Little Boy told everyone to stay cool and Francis pulled over. Officer Lacy approached the car and told Francis that both his taillights were out. She asked for ID from everyone. Macon jumped out of the car and ran. Before Officer Lacy could give chase, Little Boy shot her and ordered everyone back in the car. They fled.
Back in the present, Jackie swears he's never done anything worse than petty theft and offers to tell the marshals anything they want to know. Jackie shares that after the shooting, he got dropped off at his sister's, Macon went to a motel to lay low and Jackie hasn't seen Francis or Little Boy since. He admits that they do communicate by cell, but they can only turn them on at two for a couple minutes (for emergencies only) to avoid being traced.
Annie and Marco ride in the van while Jimmy and Luke drive with Jackie in their car. Annie announces that it's two minutes to the call. Marco comments to Annie that he's pretty good at dream analysis and offers to give Annie an opinion about what's eating her. Annie makes a smart-ass comment about how her dream is for Marco to stop bugging her. The alarm goes off and Annie radios Jimmy that it's time for Jackie to make the call. Jimmy tells Jackie to keep it general and just keep him talking as long as possible. Jackie calls Francis, asks if he's still with Little Boy and Macon. Marco is able to trace the call to an area within Houston. Little Boy takes the phone from Francis. He gets suspicious and shoots the phone, then yells at Francis for staying on. They've got to get Macon and get out of Houston.
Back at H.E.A.T., Annie tells Luke to take Jackie out of there. She runs into Jimmy's fiance, Natalie. Natalie is there to see Jimmy about wedding planning. She and Annie make awkward small talk until a man hauls off and punches Jackie in the face. Luke subdues the man, who reveals that he is Hank Lacy, the husband of the police offer who was killed. Annie meets with Hank. Hank is with HPD like Ellen was. He shares a file of information that he's compiled about the search for Ellen's killer. Annie looks at it as she watches Jimmy and Natalie out of the corner of her eye. She comments that they've got most of the information but notices a phone number. Hank explains that it's the phone number of a guy he hired to help him. Annie takes the note with the number and says that she needs to follow up on it.
Annie knocks on Ben Crowley's door. Ben comments that he wondered when Annie would show. Ben confirms that Hank Lacy hired him on a private contract to help find the fugitives wanted for his wife's killing. Annie wants to know what's not in the file. Ben comments that he likes Annie, but that's money out of his pocket. Annie pushes him, reminding him that they killed a cop. Ben relents, sharing that Little Boy had a cellmate in prison who supposedly hung himself, but word was that Little Boy strung him up. Annie wonders why. Ben responds that he's not in the "why" business, he's in the "where" business. Ben does have a lead on Macon. Macon's sister works at a rug warehouse in North Houston, and Macon was staying there a couple weeks ago. Annie thanks Ben for the tip. Ben comments that it can't be the only reason she came over. They kiss.
Annie meets Luke and Marco outside the warehouse where Macon's sister works. A security guard inside says Macon is in there alone. They rush to the entrance, Annie first. As Annie steps into the warehouse, it becomes the church from her first dream and she's back in a wedding dress. She sees the mystery man at the altar, guarded by Luke and Marco in church garb. Annie orders the man to turn around so she can see his face. Jimmy appears behind her in his wedding attire. He starts kissing her. Then Annie wakes up with a start, next to Ben. Annie jumps out of bed and dresses quickly. She comments that she shouldn't have stayed last night. Ben asks if there's another guy. Annie thought Ben wasn't in the "why" business. She leaves for work.
In the bullpen at H.E.A.T., Annie steals a quiet moment to look at a creased envelope. It's addressed to her at home, with no return address. She pulls out a gold wedding band and turns it over in her fingers until she sees Luke and Jimmy approaching. Annie hides the ring. Jimmy shares that Macon's sister admitted that she let Macon hide at her work for a few days last week. But Macon left and hasn't contacted her since. Jimmy wonders how Annie got the tip. She says it was Ben Crowley. Luke notices that Annie is wearing the same clothes as yesterday. Annie changes the subject and tells Luke to get Little Boy's files from prison as well as his cellmate's. Annie asks where the sister, Lana, is. Jimmy points Annie to the interrogation room, warning her that Lana is "colorful."
Annie and Jimmy sit down with Lana, who doesn't want to talk. Annie informs Lana that she doesn't have to talk, but since Lana put her house up as collateral on Macon's bond, and Macon skipped town, they have the right to seize her house. Lana is incredulous. She asks if she has to stay there. Jimmy informs Lana that she's free to go but warns her that she better start packing. Lana exits. Jimmy comments that she'll be calling her brother any minute. Bouf mans the tap on Lana's phone. Jimmy and Annie listen to Lana's conversation with Macon. Bouf traces the cell signal to near Baton Rouge, heading east. Annie hears a noise that sounds like a train, specifically a freight train with an open door. Jimmy smiles at her, and Annie asks if Jimmy's never jumped a rail before. Annie tells Bouf to call the Baton Rouge train yard and have them search every freight train coming in.
On the freight train, Macon asks where they're headed. Little Boy tells him they're going to where he's got a stash that can help them get out of the country. Macon wants more details. He's frustrated, especially since Little Boy is the one who shot the cop. He wonders why they all have to suffer for it, including his sister. Little Boy realizes that Macon spoke to his sister. He slams Macon against a wall and reprimands him for not staying off his cell phone. Macon pulls a knife on Little Boy and slashes his shoulder. They fight until Macon emerges with a knife in his side. Macon jumps off the train and runs. Francis tells Little Boy that he's bleeding and they need to get him to a hospital. Little Boy insists that he won't go to a hospital because he'll get caught. He asks Francis if he knows anyone who can take them in. Francis does, but he doesn't want to ask.
Annie and Jimmy arrive at the Baton Rouge train yard and check out the boxcar that Francis and Little Boy were in. They learn from local police that a nearby car was stolen. Inside the boxcar is a large amount of blood. Annie instructs the Baton Rouge officer to notify nearby hospitals to be on alert for anybody coming in with a major wound.Meanwhile, Macon is seeking medical attention at an urgent care clinic. The nurse who is tending his wound walks to get more gauze and passes the fax machine as it spits out photos of Francis, Little Boy and Macon. She recognizes Macon.Annie and Jimmy arm themselves as they prepare to go into the urgent care clinic. Jimmy comments that he heard Annie hasn't been sleeping well, from Marco, of course. Jimmy teases Annie about having a dream in which he appeared.
At the urgent care clinic, Macon is antsy. He asks the nurse where the doctor is. She offers to call again. Macon notices a security guard watching him. He collapses. As the nurse jumps to help Macon, he puts a razor blade to her throat. Macon instructs the security guard to slide his gun to Macon. The guard slides the gun away from Macon instead as Annie and Jimmy approach Macon from behind. Annie distracts Macon and Jimmy smashes his rifle across Macon's nose, knocking him over. Two down, two to go.Jimmy and Annie question Macon. They want to know where Little Boy and Francis were headed. Macon says Little Boy came out of prison crazy. Macon doesn't know where the stash is that they were going to pick up. Macon guesses that Little Boy and Francis went back to New Orleans, where they all grew up. They left everything they had there.
Marco and Luke raid the house where Little Boy and Francis used to live in New Orleans. It's empty, but for the remnants left by Katrina. Luke finds some photographs, including one of Francis and a woman holding a baby boy. It looks like Francis has a son, Kevin, with a different last name. Luke calls Annie to give her the information.
Francis and Little Boy pull into a driveway in Jackson, Mississippi. A little boy on a bike sees Francis and goes running to him - it's Kevin. Kevin's mother, Allison, comes out the front door and tells Francis to leave, threatening to call the cops. Francis asks if they can just crash for a few days, tells her he wanted to see Kevin. Allison comments on how kids grow a lot in two years. She'll allow them to stay for a few hours, but no more. Little Boy starts to object but Francis tells him they have to respect what Allison says. Little Boy asks if Allison has a first aid kit. She takes him inside while Francis plays with Kevin.While Little Boy wraps his wound, Allison watches Francis and Kevin play. Little Boy threatens Allison, telling her that if she goes to the cops, he'll come back and kill Kevin.
Annie tosses and turns as she tries to sleep on the jet that she and Jimmy are taking to Jackson. Jimmy comments that he can't sleep either. He tells Annie about the fight that he and Natalie had. Jimmy thinks the wedding is off.Jimmy and Annie race down the street toward Allison's house. Suddenly, Jimmy sees Little Boy and Francis walking with their heads down. Jimmy and Annie leap out of the car and give chase. Annie shoots them both in the back and they go down. She flips one to reveal that it's Ben, and she's in the church from her dream again. Dream-Ben is dead; but Dream-Jimmy tells Annie she could just marry him and she didn't have to shoot Ben. The man at the altar stands over Annie in shadows. He comments that Jimmy's now a free man and asks Annie what she's going to do now.
Annie and Jimmy stand outside Allison's house. They see the car that Little Boy and Francis stole and think the men are still at Allison's house. They head for the house and burst in where Kevin is playing. Allison comes around a corner, taken aback. She tells the marshals that Francis and Little Boy left two hours ago and took her car. Allison asks them not to question her in front of Kevin. A few minutes later, Jimmy plays with Kevin while Annie questions Allison. Allison tells Annie she's afraid to talk and shares Little Boy's threat against Kevin, which shocks Annie. Annie reminds Allison that the only way they can help Francis is if he turns himself in. Allison reveals that Francis said he'd call to say goodnight to Kevin.
Later when the call comes in, Annie tells Allison to make sure that Little Boy isn't listening. Allison answers and tells Francis that Kevin is already asleep. After Allison confirms that Little Boy isn't there, Annie tells Francis about Little Boy's threat to kill Kevin if Allison talked. Francis doesn't believe it, as he's raised Little Boy since he was four. Annie advises Francis that Little Boy will do anything to stay out of prison; and he's going to tell Francis that he's the only one Francis can trust, that Francis needs him to stay free, and he'll deny threatening Kevin. Francis hangs up, but not before they get a trace to a phone booth in Tallahassee.
Francis tells Little Boy he's been thinking about being on the run. Just as Annie predicted, Little Boy tells Francis that they need each other. Francis says he also needs to see Kevin and even if he gets locked up, Kevin will visit him. Little Boy says that no one will come and it's just the two of them, like it's always been. Francis asks Little Boy if he would ever hurt his son or threaten him. Little Boy looks Francis in the eye and lies, denying that he would.Marco and Luke join Annie and Jimmy on the plane headed to Florida. Luke wonders, why Florida? Annie and Jimmy explain that it's about the stash. Little Boy's cellmate, Tony Diaz, was from Florida and was a big-time drug dealer and real estate investor. Marco comments that Diaz must've had money hidden for a rainy day. Jimmy thinks the rumor about Little Boy hanging his cellmate might be true.
Little Boy and Francis sit in a bar. Little Boy tells Francis that they'll look for the money as soon as it's light the next morning, then goes to get some drinks. Francis walks over to a pay phone and makes a call. Little Boy finds him and hangs up the phone. Francis tells Little Boy that he's turning himself in. He tells Little Boy that he should get out of here, but Francis needs to stay for Kevin. Little Boy says that he understands. He hugs Francis and stabs him in the gut, apologizing as he does it.
Just as the team is about to disembark the plane, Annie gets a notification that the local PD found Francis floating in the harbor. She comments that you can't choose or escape your family. They still don't know where the stash is. Luke reports that both of Diaz's houses were seized and sold. Marco shares that Diaz's luxury boat was owned by his real estate company. Annie comments that it's a good way to hide a title. Marco tells them that the boat is moored in the same harbor where Francis' body was found, but it was taken out 10 minutes earlier. Annie says they need to alert the DEA or Coast Guard, whoever can get them a boat faster.
Little Boy races the boat out into the ocean. He stops and searches under and inside cushions for the stash, which he finds. Little Boy restarts the boat, then hears a siren behind him. It's the H.E.A.T. team racing up on a DEA boat. Annie asks Jimmy if he can take out the engine. Jimmy shoots the engine and Little Boy's boat stops dead in the water. The team approaches the boat, but they don't see Little Boy. They board and Little Boy starts shooting at them from below deck. They smoke Little Boy out with a device that temporarily disables his hearing and haul him into custody.
Back at H.E.A.T., Jimmy finds Annie asleep in the break room. He pulls a jacket over her and leaves her to sleep. Jimmy looks at the image on the computer that lies next to Annie, which we don't see. We flash to Annie's dream. She tells the man to turn around again. He does, revealing himself to be Annie's father, William Frost. William asks Annie why she hasn't found him yet, suggesting that maybe she's not sure she really wants to find him. William shows Annie her mother's ring. Annie asks why William sent it to her. William tells Annie that she knows why and that something bad is about to happen. Annie wakes up in the break room. A moment of realization flows over her.