The episode starts with a flashback on how Lester Nygaard obtained the gun which eventually was used by Lorne Malvo to kill Vern during Lester's arrest at his own home.
While in jail, Mr. Wrench and Mr. Numbers obtain Malvo's name from Lester. They are released but Lester, whose hand has become severely infected after being hit by one of the shot gun pellets that Malvo fired at Chief Thurman, is taken to the hospital. Molly Solverson rides in the ambulance and tries to get more information from Lester, though he is slightly delirious. She presents her evidence to Chief Oswalt, who is beginning to realize that all the recent events are related.
With Stavros close to paying the blackmail demand, Malvo locks Chumph in his kitchen pantry overnight to prevent him from ruining the scheme. Malvo takes Stavros home and leaves. He spots Grimly parked by the road near the house and later follows Grimly to his home, but is confronted in his car by Grimly's neighbor. He threatens the neighbor before driving away.
- Badass Bystander: Ari might be an average family man, but he's one of very few who are willing to stand up to Lorne Malvo and not back down. Hell, he even makes Malvo back down.
- Bath Suicide: The once rich guy in the parable commits suicide this way, though all we see is a blood splattered wall.
- Body Horror: Lester's infection reaches the peak of its severity here to the point that it sends him to the hospital and almost results in him losing a hand.
- Close-Knit Community: Apparently, Grimly lives in one.
- The Ditz: Chumph is so happy about Milos agreeing to pay up money that he distractedly gives Malvo everything he needs to lock him in the closet, and then just walks in at his request.
- Dramatic Irony: Grimly's neighbor encounters Malvo, the guy Grimly is trying to find.
- Flashback: The episode opens with Lester buying the shotgun months before the series premiere.
- Foreshadowing: Bill is trying to juggle Molly's new information on Lester simultaneously with an update on the incoming blizzard.
- I'll Kill You!: Lester and Numbers have a moment.Lester: I'm gonna throw up.Mr. Numbers: Nope. No, you're not. If you puke in here, I'll kill you. I mean I'll actually kill you.
- Key Under the Doormat: Lester left the key to his house there. Molly finds it and lets herself in.
- Let Me Tell You a Story: Lampshaded when the neighbor tells Grimley a parable.Neighbor: A rich man opens the paper one day. He sees the world is full of misery.Grimley: Is this a, uh...Neighbor: It's a parable.
- No-Sell: One of Malvo's most powerful abilities is his cunning and ability to lie, but Ari sees through him for the malevolent soul he is.Malvo: Maybe I'm here to help.Ari: No. You have black eyes. You're trouble. I'm going inside, and I'm calling the cops.Malvo: Which building? The one with the Jew bus outside?Ari: There it is. Now the truth comes out.
- Not Now, Kiddo: Stavros' son wants to tell him about the guy who bought the locusts at the local pet store but his father won't let him.
- Reckless Gun Usage: Everything Lester is shown doing with his shotgun in the flashback. His wife remarks that he would be the only person capable of blowing his face off with an unloaded shotgun.
- Sincerity Mode: Mr. Numbers wants Lester to know that if he throws up in the jail cell, he will actually kill him.
- Vomit Indiscretion Shot: Lester throws up immediately after Wrench and Numbers leave his cell.