An SUV plows into Annie's car while she's stopped at an intersection. Hector Torres and his band of thugs slap duct tape over her mouth, tie up her wrists, and throw her into the back of their car before speeding off. Across town, Jimmy and Natalie are getting hot and heavy when suddenly Jimmy receives an alarming call: Annie's gone. At the U.S./Mexico border Hector delivers Annie to another group of thugs who are driving a Federales vehicle. Have the Mexican police really kidnapped Annie? The next day Jimmy and Marco crash Isabella and Matthew Cordova's funeral. Jimmy and Marco know Pablo Cordova is behind Annie's sudden disappearance, but predictably, Pablo refuses to talk.
Hector and his entourage drag Annie to a Mexican ranch where a caged tiger feasts on the bloody remains of a prisoner. One of the thugs gestures towards the wild beast and says, "Pablo Cordova wants you to see where you will die." The shadowy men then deposit Annie in a locked room that will function as her cell. With Bouff's help, Daisy and Luke look at surveillance footage of a nearby mall parking lot from the day before Annie's kidnapping. A fugitive named Peter Chavez pulls up in a white Trans Am and steals the same SUV that plowed into Annie's car. It's time to question Peter about his involvement in Annie's kidnapping. He's working at the Nightlight Club, one of Pablo Cordova's haunts.
When Chavez sees the H.E.A.T. team enter the nightclub he makes a run for it. In the parking lot, Jimmy takes Chavez by surprise and handcuffs him. Luke suggests they bring Chavez to the U.S. Attorney's office, but Jimmy disagrees, knowing Chavez will never rat on Cordova; after all, the last guy who flipped on Cordova ended up burned alive in a barrel. Instead, Jimmy wants to hand Chavez over to the Satevo cartel. The Satevos are at war with the Cordovas and would have no problem doing anything necessary to find out information about the Cordovas. Luke objects to playing rival drug gangs against each other - after all, Chavez could end up dead - but Jimmy overrules the rookie. Jimmy assigns Daisy the task of making sure Luke keeps quiet about the illegal move.
From her cell, Annie sees a man eaten alive by a tiger. Then Annie hears someone crying in the room next to hers. His name is Tim and he's just a kid. He says he was kidnapped from his home because his father - Dan O'Neil - is a prosecutor in Houston. Annie immediately recognizes the name; O'Neil was Cordova's mole in the police department. It's pretty clear how Cordova got the man to talk! Annie's jaw drops when Tim says he's been imprisoned for over a month. Jimmy and Marco meet Carlos Zolo, the head of the Satevo cartel. It's clear that Marco knows Zolo from his days as an undercover cop. Marco tells Zolo that Cordova kidnapped Annie and that once the authorities find out, it'll be bad news for all the cartels. Marco then hands over Chavez and tells Zolo to get him to reveal Annie's whereabouts.
Annie asks Tim about his imprisonment. Tim reveals that a man named Victor brings in food each day. Annie says that the more she can learn about this place, the more likely it is she can get Tim back to his parents. Back in Houston, Zolo tells Jimmy and Marco that Cordova's men kidnapped Annie. Pablo has instructed his men to keep her alive in an undisclosed location in Mexico until he can get there to kill her himself. If Pablo gets to Mexico before the H.E.A.T. team, Annie's as good as dead. Jimmy and Marco meet acting U.S. Attorney Melissa Randolph in order to get an arrest warrant for Pablo Cordova. When Randolph refuses to help, Jimmy and Marco decide to arrest Pablo for failing to pay a speeding ticket in '97.
Jimmy and Marco learn that Pablo's having his plane refueled. Knowing they must intercept Pablo before he flies to Mexico, Jimmy and Marco descend upon Marco's palatial house and arrest him. Mandelbaum - Pablo's lawyer - promises to get his client freed within 15 minutes. Victor enters Annie's cell only to find her hanging from the ceiling dead. Before Victor can react, Annie kicks him and knocks him out. She grabs his gun, knife and car keys before setting Tim free as well. Annie and Tim sneak into the courtyard and steal Victor's car before speeding off. Cordova's men fire at the car, but Annie and Tim manage to escape!
Back at H.E.A.T., Luke tells Daisy that he got a call from U.S. Attorney Randolph demanding to know where Jimmy and Marco are hiding. Turns out they arrested Pablo and have disappeared. Luke hates having to lie to Randolph, but he hates being kept out of the loop more. Daisy finally tells Luke that Annie's in Mexico and if Pablo gets to her, she's dead meat. Furious that nobody's informed him of this predicament, Luke says it's time he stepped in. Luke wants to use his father's C.I.A. contacts to find Annie, but Daisy tells him to stay out of it.
Jimmy tells Pablo to reveal Annie's whereabouts. Jimmy argues that Annie shouldn't be held hostage at all because she didn't kill Isabella and Matthew, the Satevo cartel did. Pablo glares at Jimmy, unwilling to talk. Jimmy threatens to hand Pablo over to the brutal Satevo's, but still Pablo won't budge.Annie and Tim pull up to a Mexican gas station in order to switch cars. Annie enters a rundown convenience store and asks the attendant if they can use a phone. Suddenly Hector and his men pull up outside, forcing Annie and Tim to hide in the station. Annie pulls a gun on the attendant and threatens to kill him if he doesn't hide her and Tim.
The gas station attendant makes good on his promise and doesn't tell Hector and his goons that Annie and Tim are hiding in the store. Once Hector leaves, Annie and Tim take the attendant's truck. At H.E.A.T., Jimmy tells the gang that Annie's being held at the Allende compound. Perez can send in DEA agents, but the process will take eight to ten hours. Jimmy tries to think of a faster way to get to Annie when suddenly U.S. Attorney Randolph storms in. She forces Jimmy to meet with her in order to discuss Pablo's questionable arrest. Meanwhile Annie and Tim shack up at an abandoned house. Fortunately Annie finds a working phone and dials a number..
U.S. Attorney Randolph demands to know what Jimmy has done with Pablo when Luke enters, interrupting the conversation. Annie's on the phone! Annie tells the gang that she and Tim O'Neil are on the run. She explains that Tim's dad Dan became the Allende cartel's mole because he was worried about his kidnapped son. Annie gives the team the address of the abandoned house and Jimmy promises to get there within four hours. At the abandoned house, Annie tells Tim that his father is in prison for giving the Allende cartel confidential information. Overwhelmed, Tim runs out of the house. Once outside, Tim and Annie see Mexican cop cars and Allende cartel SUVs heading their way!
Crooked cops and Hector's men surround the house and start firing. Suddenly Annie and Tim hear a shootout and then silence. Zolo - the head of the Satevo cartel - has ambushed the Allende cartel and the crooked cops. Zolo made a deal with Jimmy to rescue Annie as long as Annie makes sure Pablo's thrown in jail. Zolo gives Annie a suitcase full of evidence against Pablo; it should be enough to lock him up for good. Annie agrees but tells Zolo that if he takes over Pablo's territory, the H.E.A.T. team will be after him next. Zolo drives Annie and Tim to the border where they finally meet up with the H.E.A.T. team. Back at H.E.A.T. Jimmy gives Randolph the evidence he got from Zolo. Jimmy won't reveal how he got the evidence so Randolph tells him that Internal Affairs is opening an investigation into his tactics.