The episode begins and a stunned Ewing family helicopters to Nuevo Laredo, Mexico. They are told by Marisa Ruiz, with the federal police, that JR arrived from Abu Dhabi two nights ago. The authorities feel he was shot during of a robbery, and none of them can understand what JR was doing in Mexico. The customs declaration listed the reason for JR's visit as quail hunting. The family is taken to Hotel Colon, which Sue Ellen immediately sees as not up to JR's standards. Bobby isn't ready to believe JR is really dead, and John Ross asks to see the body.
They're taken to the morgue, where the coroner shows them it's really JR. At the police station, Bobby talks to Gilchrist with the consulate to see about bringing JR's body home. He is told it would take a couple of days. Bobby turns to John Ross for answers, but all he knows is that JR said he was in Abu Dhabi and had a talked about a great plan. Bobby meets his old friend, Carlos, who promises to help them cut through the red tape and personally escort JR's body home. Back at Southfork, Harris Ryland pays a visit to Emma, who's staying there. He apologizes, asks her to come home, and tells her he will let her visit Ann as much as she wants. Just then, Ann comes out and asks Harris to leave. Drew shows up and flashes a gun to make his point. Before leaving, Harris warns Ann about the consequences of all this.
The family comes back from Dallas and Bobby is distracted and makes excuses to get to work. Christopher assures Ann that Bobby just needs space for the time being. Sue Ellen finds John Ross going through JR's room, looking for answers. Sue Ellen warns him that he might have to prepare himself for the truth, that JR was just shot by a petty criminal. She's ready to work on Gary to get the oil drilling on Southfork turned back, but John Ross is appalled. He asks her to at least pretend to mourn him. Sue Ellen later takes out the still unopened letter JR sent her.
At JR's funeral, everyone who has known him over the years arrives and they all have stories about him. Sue Ellen chats with JR's past loves, Cally and Vanessa. Elena and Christopher try to console John Ross, but he's too angry to talk and drinks his way through the service. He accosts Pamela Barnes, still angry that she sided with Christopher over selling the methane patent. John Ross gets angrier as he walks through the gathering and hears people speculating on how JR died. He finds Emma in the wine cellar, about to pop a pill, and they both take one. Sue tells Gary that she needs him more than ever. They both struggle to avoid all the booze, including JR's favorite, bourbon and branch. There's a ruckus when Cliff Barnes comes in. He warns Bobby that with JR gone, there's nothing stopping him from taking down the Ewings. Pamela interrupts her father, telling him it's enough.
A drunken guest says that JR died the way he deserved. John Ross is about to hit him, but Christopher beats him to the punch. Christopher later assures John Ross they'll find out who killed JR and make him pay. The doorbell rings late at night and Carlos, Sgt. Ruiz, and Dr. Garcia, the medical examiner, arrive. They've concluded JR was the victim of a robbery. Witnesses saw him chatting up a woman, who he went to meet at the Hotel Colon. They think it's unlikely the killer will ever be found and John Ross isn’t happy to hear this. He goes off to drink alone outside, but Emma joins him. She climbs into the backseat of a parked SUV and he joins her. While getting ready for bed, Ann tries to encourage Bobby to open up. He turns on her and starts yelling about the fact that she kept Emma from him, saying finding out made him feel insignificant.
She tries to apologize, but he isn’t in a forgiving mood. Sue Ellen goes into JR's room and takes out his letter again. She looks at an old picture of them, sits down, and decides she needs a glass of alcohol. The next day, everyone assembles at the graveyard to remember and bury JR. Everyone pays their last respects. Christopher remembers the only time JR ever let him feel like a real Ewing was when he told him to act like one, when he was seven, after his mother left. Sue Ellen remembers falling passionately in love with him, despite all his flaws. She confesses she spent the night in JR's room last night, because she needed the courage to read the letter JR had sent.
She tells everyone she had a drink to get through and kept going. She says she is still drunk and begins reading the letter. In it, JR wrote how much he loves her and how he was never worthy of her. He has asked her for a second chance and wants her to have dinner with him once he returns. She breaks down crying, once she is done reading, and mentions that he was the love of her life. It's then Bobby’s turn and he too gives a heartfelt eulogy. After the casket is lowered into the ground, John Ross sits by himself, near the grave, and Christopher tries to talk to him. They watch as Baum pulls up. He has a message for John Ross from JR and it’s in the form of a package. Back at Southfork, Baum opens it in front of Bobby, John Ross, and Christopher.
Baum then reveals that JR really was in Abu Dhabi, closing an oil deal. He further explains that the reason he chose Abu Dhabi is because, for the last several months, he'd been trying to find Christopher’s mother. He hands something to Christopher that presumably explains why finding Pamela now was important. He explains that JR was in Mexico, on Bobby’s behalf, following a lead on Harris Ryland. John Ross is ready to go after Ryland, but Baum tells him it really was a mugger. He hands him a case with a handgun in it. There's a note from JR, urging him to watch out for Cliff Barnes now that he's gone. In the letter, JR has asked John Ross to crush Cliff before he can win.
He has also told John Ross to use what he has given him to take them down and, after he has done that, Bobby will know what to do next. Bobby is baffled about what that exactly means. Baum hands a letter to Bobby and he reads it silently. He then ushers Baum out of the room and, before leaving, tells the boys that this issue is between him and his brother for now. Bobby tells Baum to pay off whoever he needs to sell the mugger story and says, when the time comes, the family will take care of this, themselves. Bobby then has a glass of alcohol with tears in his eyes and thanks JR for this one last deed of his. The episode ends at this point.