Hoping to take advantage of the good weather, Luis Avila takes his son fishing along the Willamette River. While fishing, they see a weeping woman in an unforgettable white night gown walking into the deep depths of the river. Fearing for her safety, the father attempts a desperate and daring rescue of the mysterious woman. The rescue attempt is fruitless; the woman disappears beneath the water's depths. To his horror, Luis can no longer see his son, Rafael, at the water's edge, but Rafael is seen walking away with the weeping woman.
Meanwhile, Nick heads over to Monroe's house with a mysterious spiked Morning Star in hand. Monroe has gone over the top with the Halloween decorations. His yard, and every inch of his walls are now decorated with every possible cheesy and gruesome thing Monroe could find. Nick hands Monroe the Morning Star, only to add it to a pumpkin-crushing gladiator. Nick gets a call informing him about Rafael's disappearance. Simultaneously, a woman wakes up from a horrific nightmare of a ghostly woman rising from a ghostly river. The woman stands up and stares at a wall littered with police reports and maps. Perhaps she is a detective? She focuses on a sketch of a woman that seems to resemble the ghost from her nightmare and the same weeping woman who took Rafael.
Now at the river, Nick meets up with the Sgt. Wu and Luis to discuss the disappearance. There's a language barrier between the detectives and the father, but it is apparent that the father's son is in danger. Juliette is brought in to translate for Nick and Hank. Luis agrees to take them to his home, so they can get a better grasp on the investigation.
The mysterious detective is seen again and is pacing around her apartment; an Amber Alert interrupts her on her computer screen. She morphs into a Balam, a jaguar-like Wesen, but settles down and immediately books a flight for Portland - the source of the Amber Alert. Who is she and what secrets does she have?
At the Avila's residence, Nick looks for a memorable photo of Rafael. A family friend named Pilar, who is convinced that Rafael was stolen by La Llorona, better known as the Weeping Woman, approaches Juliette. The tale seems to be too fantastic for Luis and the others to believe. They leave and start sweeping the neighborhood for Rafael. Before Juliette is able to follow, the woman speaks to her of a secretive omen and suggests that there is more to her past illness and warns that she may have to choose between two people she cares deeply for.
The mysterious detective from earlier, Valentina, arrives at the precinct and offers her assistance. She briefs Nick and Hank on multiple similar cases that arose all over the southwest. Her case files matches the Portland case, and Valentina warns that they can expect two additional children to disappear before nightfall, ending up dead by morning. Nick asks her about the legend of La Llorona. She has heard the legend, a mother drowning her three children as revenge on her husband for leaving her for a younger woman, but she dismisses the notion that they are looking for the same woman, much less a ghost. Captain Renard becomes suspicious of Valentina and requests that her personal files from the Albuquerque office be sent to him.
The weeping woman is seen with Luis in an abandoned shack over the river, and it becomes apparent that she is enchanting him with her haunting lullaby. Later, a kids' Halloween party is occurring along the banks of the Columbia River. There are kids everywhere having a good time, but one runs off after a masked man scares her. As she hides from the masked man, she encounters a weeping woman, the same woman who took Luis, at the river's edge. Concerned, the little girl asks if she is okay; sadly, the little girl is taken. Back at the station, Valentina, believing that there may be a pattern to the abductions, suggests that the next two victims may be taken from two specific locations that converge with the Willamette River. Her fears are realized when the news of the second abduction interrupts her.
At the Columbia River, Valentina accompanies Nick and Hank to the abduction site of the little girl, but Captain Renard confronts Valentina and reveals that the only Valentina on file at the Albuquerque office was dismissed three years ago. Nick is forced to turn her over to the FBI for impersonating an officer, but not before she reveals herself as a Balam. She's the only one with substantial knowledge of the mysterious woman. The weeping woman is seen again in the shack above the lake; this time she has the little girl and Rafael under her spell.
Valentina is taken in for questioning and confesses that what she is doing is in fact an obsession; her sister's son was a previous victim of the weeping woman back in Albuquerque. Captain Renard isn't convinced and keeps her at the station until the FBI arrives. Nick and Hank take the investigation into their own hands. After researching through his personal Grimm files, Nick stumbles upon the legend of La Llorona and concludes that she is very real. Hank is in disbelief. The only other hint they find about her motive is a cryptic phrase that reappears throughout the files: Abrazo del Rio or embrace the river. Fearing that time is no longer on their side, Nick and Hank release Valentina. They need her assistance to prevent another child abduction. While doing so, a police scanner is heard, confirming a third child has been abducted. Assuming La Llorona seeks to embrace the river's shadowy depths, Nick determines that the woman is going to drown all three children at Kelley Point Park - the confluence where the Columbia, Willamette and now the last river meet. With very little time left before midnight, Nick, Hank and Valentina race down to the park.
The woman is seen walking all three children down to the river's edge, humming the familiar haunting lullaby. At the bank of the river, the woman is seen pleading for forgiveness from the children she once drowned. She asks that they take the three children she has brought to take their place and return to her. Nick and Hank arrive just in time, saving the children, but Nick is forced to attack La Llorona in the process, falling into the river. Nick has her in his grasps beneath the river's gloomy waters, but she disappears. She is lost to the moonlit river.
At the station, the three children are reunited with their fathers. The captain isn't happy and neither is the FBI about Valentina's breakout, but they are willing to drop the charges considering the circumstances. Monroe is later shown chasing down three Halloween pranksters who broke his window. Monroe finds them, but they aren't afraid of him. Monroe gives them something to be terrified of as his morphs into a Blutbad.