The episode begins at the Souza –Baranowski correctional center, where a reporter is reporting about an interview with Max Morris, the famous escape artist, who is serving his sentence for setting fire to a circus in Pittsville. After escaping from two other centers, Max was finally brought this one. Max is considered to be the most violent and uncontainable inmate in the State’s history; but now after two decades of silence, Max has agreed for his first interview. Chained and masked, Max is brought into the room, but as soon as the reporter asks the first question as to why didn’t he defend himself against the charges, Max pulls out something from his sleeves and connects a small wire to it; sort of like completing a circuit.
That very instant there are sparks and fire and a lot of smoke-Max escaped once again! Next, we see Ray visiting Lloyd in prison and he tells him that what Max did was like a little magic act. But Lloyd tells him that he is done and is out of the team. He doesn’t want to do it anymore. Ray tells Lloyd that Max saw his family die when he was a kid and then years later he burnt down the very same circus that killed his family. Ray is sure that Lloyd would want to get inside this one’s head. But Lloyd still refuses. Ray uses his last resort; he calls Lloyd’s mom and now Lloyd is in! Next, Jules is discussing the case with Shea and Erica. They know that Max does not have any family or friends; not even a mentor. There is no paper trail on him as he never filed his income. Where is this guy going then? Just then Detective Estes enters with his colleague.
They are looking for Ray. It is regarding an assault on Tommy Fitzgerald and that he had business ties with Pete, who used to work on the floor below theirs. Just then Ray walks in and Jules is happy to see Lloyd. Shea gets a whiff of what’s happening and is about to confront Erica; but she sneaks out to search Pete’s office. Shea advices Erica to fix the mess. Next, we see that Max is trying to rob a departmental store and the store keeper recognizes him and ties Max’s hands with a zip tie. He goes to inform the cops and thinks that this could bring him fame. But Max very easily gets rid of the store keeper. A zip tie could definitely not tie down Max. Meanwhile, at the office, Damien tries to call Lloyd, but Lloyd does not want to talk to Damien.
He thinks that the lack of attention can make Damien go crazy and he will slip. He is now concentrating on Max. He tells the team that in order to find Max, they need to know more about his childhood and where he came from. That is how they will know where Max is going. Jules finds out that the Porter brothers circus; the one that Max set fire to; has a tie up with some carnival company. Meanwhile, Max has managed to get himself a ride. Next, the team goes to the carnival ground. But they get no information on Max. But there is one more truth that is revealed- Shea is afraid of clowns. Just then, Erica notices a clown observing the team and tries to flee when he draws the team’s attention. But Shea manages to pin him down; he is taken to the office. Meanwhile, Max is headed to New York. But the guy, who is giving Max a lift, tries to hit on him. At the office, the clown tells the team that the people, who are known to them as Max’s parents, aren’t actually his parents. He was born to a pair of side artists.
The trapeze artists’ story was merely a story that the management had cooked up to promote Max’s talent. Tony, the midget, who is actually Max’s father, had a family of his own, and had no intentions of being with Eleanor, Max’s birth mother; she was excessively fat. He despised Tony. Lloyd comes up with his theory and then suddenly he realizes that the only intention that Max had in setting the fire, was to kill Tony. Jules educate the team that Tiny Tony’s real name is Westin Peebles and he has his social security checks sent out to an address in New York. Just as the team is ready to leave for New York, Erica gets a call from Pete. She sees him standing at a distance. She excuses herself and goes to talk to him. He tells her that he had only gone to take back the fifty grand that Tommy stole from him; but then things went bad. He tells her that his feelings for her were real and that he wants her to run away with him. But she tells him to disappear, so that no one can connect her to him. He gives her a number so that they can be in touch.
The team reaches the address. A girl opens the door. It seems that Tony is her uncle. She tells them that Tony is dead. Ray finds that a guy named Jesus is also staying with her. She also informs the team that Tony had a son named Curt, but she doesn’t know much about him. She had gone to the morgue to claim Tony’s body, so that the social security keeps coming in. But Lloyd feels that if Max is unaware about Tony’s death, he would still be coming after him. They ask the girl to move to a safe place. Meanwhile, Max kills the guy who gives him the ride. The team is keeping a watch over the house. Damien calls Lloyd once again, but Lloyd refuses to speak and Ray ends up talking to Damien. Jules calls Ray and updates him about Max’s movements. Lloyd deduces that Max is going after Tony’s legitimate son Curt. Jules also informs him that Tommy was taken off life support, he is dead.
They arrive at Curt’s house. They tell Curt that he needs to move to a safe place, but he denies. Erica calls Pete and asks him to disappear. But he has already spoken to his lawyer and tells her that he will be able to get out of the mess. But Erica tells him that once it is out that she is connected and she is the one who leaked out the information, she will be back on serving hard time. Pete is confused and ends up being rude to her. After the Marshals leave Curt’s house, Max manages to sneak into Curt’s house. Max kills Curt. Ray enters the house and finds Curt lying in a pool of his blood. Ray is pissed that despite half of the local force keeping an eye on Curt’s house, Max still managed to kill Curt. He asks the cops to shut down the area. Erica is still at the pay phone, and Max walks past her in a cop’s uniform. Just then Ray calls her and tells her about Curt’s murder.
Erica figures out that the cop walking in front of her is Max. He tries to drive away in his van, but Erica manages to jump into it. There is a struggle and Max’s van meets with an accident. The team arrives and arrests Max. They bring him to the office. They chain him and tape him to a chair. But that might not be enough, so Jules removes her stockings to cover his head, as they didn’t have anything else. Jules also informs Erica that the cops have caught Pete. Meanwhile Shea and Lloyd try to get a raise out of Max by commenting on his parent’s deformities. Just then Damien calls the office number. He tries to instigate Lloyd by talking about Nina, the girl he murdered in front of Lloyd.
But Lloyd controls his anger and tells Damien that he is no more interested in him and that its all about Max now. But Damien tells Lloyd to put on his coat and come after him as there is another girl missing. They realize that Damien is watching them. They figure out that he would be on the roof top nearby. They all head out and ask Jules to grab a fire arm to keep a watch on Max. They reach the roof top and affirm that Max was there. Meanwhile Max has managed to get the stockings off his head. Just then, Ray finds his daughter, Theresa’s id on the roof. And they all realize that the missing girl is Ray’s daughter. The episode ends.