In the town of Durant, NE, Eva hears Indians whooping in the distance and discovers the telegrapher's throat has been slit. She hides while a band of braves ransacks the town and sets it on fire.
At the jailhouse, an officer tells Cullen he's guilty of two capital offenses -- armed robbery and sedition -- but that his sentence will be reduced to life if he reveals his cohorts' names. Cullen belligerently refuses to cooperate, even when an officer repeatedly submerges his head in water.
The Swede intercepts a telegraph at the railway office and awakens Durant to deliver the message. Durant dismisses The Swede and tells Lily, who lies in bed, that Indians burned the town of Durant to the ground.
Durant, Joseph and a crew of armed men board the train on a counterattack mission. The train grinds to a halt as it reaches the burning town and survivors approach the tracks. Toole tells Durant that nine people were killed, and Eva says the attackers were not Cheyenne. When a band of Indians appears in the distance, Joseph announces they're sending a message: "You're at war with the Sioux Nation."
The train returns to Hell on Wheels with the Durant survivors aboard. Elam and Eva make eye contact as she disembarks.
Doc visits Cullen in jail, where Cullen confesses that he murdered an innocent man. "I know you must feel bad about that, son," comforts Doc. "That's just the thing, I don't feel nothing," Cullen says.
Sean hawks plots of land and tents to the displaced Durant residents. Lily accuses him of exploiting their misery and negotiates a settlement agreement to compensate him for lost profits.
Back at the jail, officers handcuff Cullen, throw a hood over his head and drag him to a barn. Cullen takes off the hood and tries to escape but is surprised when Durant appears, smiling.
Over tea, Eva tells Lily she wants justice brought upon the man who murdered the whore. Lily agrees but stresses that it's a difficult request to fulfill.
In the barn, Durant shows Cullen two documents: a warrant for his execution and a pardon for the execution. Durant says Cullen has "unfinished business" and then asks Cullen to choose life or death.
An officer brings Cullen inside Durant's train, where they shackle him to a bench. Durant slaps Cullen for robbing his railroad.
At church, Joseph and Ruth distribute clothes and food to the Durant residents. "It takes a tragedy to fill our church," Joseph notes. Ruth insists that God works in mysterious ways, but Joseph says her God works too hard. "He's our God," Ruth corrects. Reverend Cole drunkenly approaches and claims he's ready to preach, but Ruth asks him to leave and Joseph blocks his entry.
Elam tries to give Eva aid money, but she turns him away. "Why don't you save that money for one of them fancy suits," she retorts. He leaves.
Reverend Cole drinks by The Swede's bonfire. Cole prophesies that the railroad will wipe out the Indians, but The Swede argues that the Sioux's legendary White Spirit will prevail. He shows Cole a sign: an animal skull he dug up by the riverside.
Lily joins Elam at the saloon and discretely asks him to "deal with" the man who killed the prostitute. Elam refuses but reconsiders when she mentions that the request came from Eva.
On the train, Durant and Cullen both wonder if they've made the right decision. Durant gets too close and Cullen wraps his chain around Durant's neck, challenging Durant to ask Cullen for his own stay of execution. Durant holds out, but Cullen releases him. "Sometimes it seems one has to make a deal with the devil," Durant says, handing Cullen his flask. Cullen asks, "Who's the devil in this deal," but Durant simply tosses Cullen the key to his shackles and exits the train car.
At Hell on Wheels, Elam approaches Schmidt and points his gun at him, accusing Schmidt of murdering the whore: "I just need you to tell me you did it before I shoot you in the gut." Schmidt brazenly walks away, saying a gunshot would attract attention. "And, yes, I killed the bitch," he says. Elam turns and stabs him repeatedly in the stomach.
Cullen disembarks the train behind Durant, who says he trusts Cullen's word that he won't skip town - and nods toward Elam saying, "If I'm wrong, I could always get him to shoot you." Elam approaches and, by way of welcome, tells Cullen he'll need a gun.
As Cullen makes his way through Hell on Wheels, Lily sees him from the railway office. He passes a mob of people throwing stones at Schmidt's corpse, which is marked by a sign that reads "woman killer." Cullen arrives at his new quarters, The Swede's old caboose. Cullen looks out his window and sees The Swede, who smiles at him, looks up, and walks away.