The episode begins seven years in the future with Commissioner Walter Clarke lighting candles in a chapel. Steven, a priest, walks up to him and Walter asks him to be the department chaplain. Steven is honored to be offered the position and talks to Walter about his confessions, saying he isn’t an open book. Walter admits that he isn’t and moves on to telling him, what the demands of his job as a commissioner is. Back in the present day, after they are done sleeping together, Margo Dixon confesses to Walter that she really likes him, but that’s all she can handle at the moment because she is on the verge of a separation.
She reveals that she was married to Carlton Holmberg, the deputy mayor. The next day, Walter checks Agnes’ phone and sees she tried calling their mom 19 times. She is worried that their mom isn’t picking up, saying something might have happened to her and that they should probably file a missing person’s report. Walter doesn’t see the need because he feels their mom will show up in a few days and make up some excuse for her disappearance. Walter and Don arrive at a crime scene, where Father Louis Santoya, the victim, is lying in a pool of blood. Santoya, who was a youth activist and a local hero, was stabbed multiple times. Walter notices bloody footprints near the crime scene and follows the trail to a nearby chapel, where they see Natasha, frantically praying with blood drenched hands and tears in her eyes.
At the precinct, Natasha is brought in for questioning and Deb volunteers to talk to her because Natasha is clearly a bone of contention between Arroyo and Walter. Natasha reveals that Father Santoya helped her reform and even gave her a place to stay in the rectory. She says she saw a badly stabbed Santoya lying in front of the rectory in the morning and tried to give him CPR, which is how she got blood on her hands. She ran and hid in the chapel, when she heard the cops arrive. She gives Deb the name of one Miguel Montez, who it turns out, had threatened Santoya a few weeks ago, saying his daughter was shot because of Santoya. Walter tells the Lieutenant that Montez’s 6-year-old daughter was shot near Santoya’s church a few months ago during a drive by. It was at a rally that was being held to broker peace between rival drug gangs.
Santoya had refused to reveal the name of the gang members, saying it would infringe their civil liberties; as a result the shooter is still on the loose. Walter feels this was solid motive for Montez to kill Santoya. Deb and Arroyo meet Montez at his workplace and he tells them he was at another church praying for his daughter, at the time of Santoya’s murder. In Natasha’s room at the rectory, Walter, Diaco and Don find a bunch of stolen cell phones and jewelry, confirming the fact that she is back to her thieving ways. While at it, Don informs Walter that Montez’s alibi checks out, which means Natasha could have lied to them. At the precinct, Natasha denies stealing any of the stuff that was found in her room, but no one believes her.
At Julian’s music studio, Agnes arrives and asks him if her mother did actually talk to him about an audition for her (Agnes). Julian awkwardly replies that she didn’t. Agnes realizes that her mother has been lying to her all along and walks away visibly hurt. At the precinct, the Lieutenant is informed that a bunch of robberies were carried out in the neighborhood of Santoya’s church recently. Arroyo feels Natasha had something to do with these. Don, points out that the stolen goods don’t have her fingerprints and during many of the robberies, she was seen in church. Arroyo counters that she probably has an accomplice, saying she has been seen with a 19-year-old immigrant named Drazen Babic, who is a known criminal.
When questioned again, Natasha reiterates that she knows nothing about the robberies and only took Drazen to Santoya because he was lost soul like her. Walter, who sees his sister in her, tells Don that Natasha might actually be innocent, but Don says he shouldn’t let his emotions get in the way of his better judgment. Walter has a talk with Natasha in private and asks her about Drazen’s whereabouts. She tells him that she knows where his cousin Pookie Babic lives and can take him there. They arrive outside Pookie’s house and Walter after calling her on her cell phone, telling her to keep it on and hidden in her pocket, so he can hear their conversation, tells Natasha to go and meet Pookie.
She goes in and moments after she enters the call disconnects. Walter left with no other choice sneaks into the house, sees an open backdoor and figures out, whoever was in the house has made a run for it along with Natasha. Walter calls Don to a secluded location and tells him what just happened. Don is really mad, saying he allowed a murder suspect to get away. Walter informs him that he ran the name Pookie and he is a known accomplice of Drazen and was charged with a burglary last year. His last known address was in the Bronx, so they decide to go there to see if they can find out something. At the precinct, Agnes asks Deb to track her mom’s cell phone, lying her mom has misplaced it. In Bronx, Walter and Don find Pookie, who tells them that Drazen and Natasha have gone to see a Russian named Andre, who is Drazen’s friend.
At the precinct, while Don and Walter are busy giving the Lieutenant a cooked up story of how Natasha escaped, Diaco informs them that Drazen and Natasha were spotted at a diner near Andre’s house. The team surrounds the diner and the moment they sees Natasha and Drazen walking out, they warn him to stop, but he threatens to shoot Natasha, gets in his vehicle with her and drives away. Walter gives chase in his car and while at it, he sees Drazen shooting Natasha and throwing her out. Walter stops his car and rushes to her, while Drazen gets away. Before she is rushed to the hospital, she tries to tell Walter something about her phone, but the EMT says her phone wasn’t found on her. Walter figures out that Natasha’s phone might still be in Drazen’s truck and tells Arroyo it would help them track, where he is.
They find Drazen’s pickup thanks to the phone and also find a train schedule in the vehicle with NY to Philly circled. The team then apprehends Drazen at the train station. At the precinct, Drazen refuses to say anything, but Arroyo says he doesn’t have to because Natasha on her cell phone recorded him confessing to Santoya’s killing before he shot her. At the hospital, Natasha regains consciousness and Walter, who is by her bedside, reassures her, saying she will be fine. Agnes’ search for her mom brings her to an apartment building, where she finds her working as a janitor. Although she is mad at her mom for lying, Agnes is glad to see she is making an honest living for a change. She agrees to give her mother another chance after urging her to mend her ways.
After returning from work, Walter is glad to see Margo waiting for him outside his apartment. They kiss and decide to have dinner together. Seven years in the future, Father Steven tells Walter that he is surprised Walter chose him to be the chaplain, saying he couldn’t provide him any solace after his tragedy, so how can he be expected to do that for his officers. Walter says he appreciates the fact that Steven keeps trying. Steven adds that if Walter wants some peace he will have to forgive Carlton Holmberg for what he did. Walter counters that Holmberg isn’t the issue; it’s himself that he can’t forgive for not seeing “it” coming. The episode ends at this point.