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The scene opens with Finch and Reese at a veterinarian because their dog is sick. However, it was only a setup. As the veterinarian enters the back room to get medicine, Reese saves her from four men with guns.
The scene then changes, and Finch tells Reese that there is a new number, Vanessa Watkins, a prosecutor for the district attorney’s office.
Reese spots Vanessa with Nicole Spencer, her best friend since college. Police then appear and place Vanessa under arrest for the murder of her husband, Jeremy. Vanessa said her husband fell overboard from their yacht and drowned. Detective Cameron reveals that they found gunshot residue on her hands, and also found the gun.
She calls for her attorney, and the cops had to leave the interrogation room and turn off cameras, due to client confidentiality. Finch calls Fusco and asks to get Vanessa out of custody, fearing she may be in danger. When Fusco enters the room, he finds that Vanessa escaped by knocking out her attorney and stealing her clothes.
Detective Cameron sets up a search unit that includes Carter and her new partner.
Finch sees Vanessa on a bus station camera, and she is also seen pick-pocketing an old man. They bring in Shaw to retrace her steps. Shaw talks to the old man and finds out his cell phone is missing, and asks for his number so Finch could track it.
Vanessa meets up with Reginald Marshall, recently released from prison after a murder charge. Reese and Finch believe he is going to hurt her because she was the one who put him in, but it turns out she was also the one who got him out, and she receives a kilo of coke from him. The police arrive and Vanessa runs into the building.
Finch calls Carter and he tells her Vanessa is on the roof. Carter finds her waiting by the ledge. She tells Carter that she did not kill her husband, and jumps off the roof, landing in the back of a garbage truck.
Carter meets Reese and talks about what Vanessa said. They find out that detective Cameron’s case against Vanessa is personal and he may be looking for revenge for a previous case where he got in trouble.
Finch loses Vanessa’s signal from the stolen cell phone.
Shaw goes undercover and attends Vanessa’s best friend Nicole’s book club. Shaw excuses herself to use the restroom, but goes into Nicole’s office to search her computer. She sends Nicole’s cell phone information to Finch, revealing that she was sleeping with Vanessa’s husband.
Fusco finds out that the gunshot residue was planted on Vanessa's cosmetics, revealing that someone framed her.
Scott Rawlings was the one who gave the gun to police, claiming he found it.
Carter’s partner overhears her conversation with Reese. He asks her about him, but thinks he is a romantic interest. Later on, we see that he is up to something, revealing to someone that Carter is starting to trust him.
Finch finds out that Vanessa and Jeremy’s yacht is about to be repossessed because Jeremy owes $5 million to someone. They believe the people who he owes the money to, killed him to send a message to Vanessa, and that Scott was involved.
Reese finds that Scott was arrested; Vanessa planted the drugs on him. Reese confronts Vanessa as she tries to steal Scott’s car. He brings her to a building where Carter and Finch are waiting. They ask her to plead her case and offer her a new identity if she’s innocent, if not, they turn her over to the police.
The police can't find the car and try to locate it.
Before planting the cocaine, Vanessa reveals that she found $50,000 in Scott’s locker, believing he was paid to frame her.
Carter tries to get a confession out of Vanessa, claiming she killed Jeremy for money, but she reveals that if his death was suspicious, she wouldn’t get any money. It would go to their charity "Innocence Now." The account had $20 million, and all of it was transferred to another account by a cosigner.
Carter explained that Vanessa had a motive because Jeremy was having an affair, but Vanessa revealed she had an affair too, with a doctor named Collin. She broke it off and Jeremy broke his affair off too. They wanted to rekindle their relationship on their yacht. Vanessa did not know his affair was with her best friend Nicole.
Carter hears over her police walkie-talkie that they found the car, and Finch, Reese, and Carter try to figure out what to do with Vanessa. None of them believe she killed her husband.
Fusco and Shaw find out that Jeremy was using the fake name, Henry Shay, and was the cosigner. They reveal to Vanessa that he faked his death and is probably after her.
The police are in the building and enter a room that turns out to be an underground gambling ring. Reese and Finch purposely led them in the wrong direction.
Reese takes Vanessa back to the bus station and gives her a gun for safety.
Carter finds out that Vanessa was lying. She and her husband planned the whole thing. She helped her husband Jeremy fake his death and planned to leave with the money. However, Jeremy framed her for his murder and planned on getting away with Nicole and the money.
Reese finds out she didn’t board the bus. She is seen on the yacht with her husband, pointing a gun at him. He tries to get Vanessa on his side again but it doesn’t work, and he asks Reese for help.
Reese puts a gun on the table, making sure not to get fingerprints on it, and leaves Vanessa and her husband on the yacht. He releases the rope and the yacht drifts away.
Finch asks Reese about Vanessa, and he tells him that he doesn’t know what happened, that he should probably call the Coast Guard, also that he owes Shaw $100 (probably because it was her gun).
The episode ends with two gunshots heard.
The ending is left open for the audience to make their own assumptions. Did Vanessa kill Jeremy? Did Jeremy get a hold of the gun and kill Vanessa? Or did they shoot each other, hence the two gunshots?