Contains spoilers for this episode and earlier episodes.
Malvo has spent months posing as dentist Mick Michaelson to reach Burt Canton's brother, who is in witness protection. In Las Vegas, Lester insists that Malvo acknowledge him even after being warned away. In the elevator, Malvo kills Burt, Burt's wife Louise and his own fiancée Jemma. He tells Lester that the interruption has ruined his work. Lester strikes him and runs, then returns to Minnesota with Linda. He proposes a trip to Acapulco, trying to escape Malvo. Molly questions him about the hotel killings, but he denies meeting anyone. Linda helps cover their hurried departure, and Molly tells them to stay in town.
Budge and Pepper visit Molly, recognize the value of her investigation and challenge Bill's dismissal of it. Malvo also reaches Bemidji and looks for Lester, questioning Lou at the diner without getting the answer he wants. Lester buys tickets and lies to Linda that Molly has cleared them to leave. Before driving away, they stop at his office for money and passports. A light inside makes Lester suspect an ambush. He gives Linda his bright winter coat, tells her to raise the hood and sends her in. Malvo shoots her from behind, then realizes his mistake. Lester watches from outside.