It's no matter to Malvo. He heads to Fargo, North Dakota, where the crime organization that sent Numbers and Wrench to Bemidji has just finished lunch at their favorite Asian restaurant. (Good grief, that Australian guy is still running his mouth.) Cut to two investigators -- played by Keegan-Michael Key and Jordan Peele – sitting in a car across the street, monitoring the group's activity.
The Key and Peele pair's easy rapport as partners is on display here as they bicker over fast food. Malvo walks by, directly in front of them, and pulls out an automatic weapon. They don't even notice. Malvo breezes into what appears to be Fargo Crime Syndicate HQ. Mayhem ensues, though we only hear the chaos within.
The entire scene is shot from the exterior, panning across and up the building as Malvo shoots his way through underlings and henchman on his way to the third floor to confront the boss. The device works so well because previously, we have witnessed the kind of savage violence he's capable of (case in point: his setup of Don Chumph's execution). So our imaginations are primed to dream up all sorts of goriness as we hear shots and groans and the agony of men dying. As Malvo makes it to floor 3, a man goes flying through a window, finally grabbing the attention of the FBI agents below. Did Malvo accomplish his mission? We're guessing yes.
The agents are stunned; Pepper tells his partner to call it in, while Budge can't quite seem to function. That annoying Aussie was the guy who took a spill onto the sidewalk. Budge wonders if they should pretend they just arrived on the scene. Pepper tells him to shut up, and when the cops arrive, that he'll do the talking. They go over details with the police: shots fired, the shooter's still in the building. But of course Malvo isn't still inside -- he's standing at the corner, listening in. Pepper says they're going in and asks for backup as Malvo walks away, undetected. More and more it's looking like Molly is the only person who can solve this case.
Unable to rest, she's working on the clues, plotting out the evidence in a graph she's writing up on the window. Grimly walks in with flowers and tries to help go over what they know. For one, Bemidji PD is no help -- Bill's busy with the Gordo gun incident, and what she heard from the home office "didn't make much sense anyway," she says. Of course it didn't -- it was all a figment of Lester's imagination. Molly shares new information on the "deaf fella," and though she thinks it's a stretch, she gets his connection to the case correct -- she guesses Numbers and Wrench were sent by the Fargo crime syndicate to investigate the murder of Sam Hess. She believes Lester got bullied by Sam the day of the murder, and that Lester met Malvo at the hospital. Malvo was hired to kill Hess (wrong, but close enough), and when the Fargo thugs started asking around, they got to Lester, who pointed to Malvo, which led them to Duluth.
"So Lester knew Malvo was here in Duluth," says Grimly. "That’s ammunition to go back to Lester."
"Oh, you betcha," says Molly. And her dad -- to the disappointment of Grimly -- arrives to take her back home.
In Bemidji, his "confession" behind him, Lester decides to move on with his life. He tries to hire a cleaning service to take care of the bloodstains that still mar his home, but the guy hangs up on him once he discovers he's being asked to tidy up the scene of a double homicide. Regardless, Lester feels like he's on a roll, thinking he just got away with murder and all. He drives to work and says he wants to "start fresh."
Bo Munk agrees to give him the widow Hess case, but it's not pretty -- she won't be receiving any money since her husband stopped paying the premium. "She can’t yell at me, we’re in the same boat," Lester reasons. "So I figure I tell her, she has a good cry, otherwise it will be claws out." And suddenly, Lester is able to convince everyone of whatever he wants. He decides to go in person "to give her a shoulder," and whistles on his way out the door.
Naturally, Mrs. Hess doesn't take the news well -- all she wanted in that relationship was the money anyway. Lester decides to take advantage of the situation and play the man he was never given credit for being. He tells Gina he wants a drink, he comments on how nice she looks today (boobs popping out of her robe). Lying again, he tells her a skilled middleman such as himself can help her make sure the insurance company writes that check. "It's all about knowing which palms to grease," he says, "if you get my meaning." And then they're having sex, Lester using so much force that the bed is knocking into the wall. She says he's hurting her; he stares at a novelty photo of Sam and Gina in Western getup. Lester gets his revenge. Can his win be long-lived?
Before going home, Molly asks her dad to stop by the Bemidji police station. The officer at the front desk seems to be surprised she's alive. Molly asks where everyone is; they're celebrating because they caught the guy who shot the chief. No, not Lester -- it was his brother Chazz, who was having an affair with his wife, beat her with a hammer, then shot the chief. "Lester covered the whole thing up cause of Chazz’s temper -- you know, 'the fear factor,'" the officer says.
Molly is floored. "Where? That’s not…" She needs to talk to Bill, but he's over at Bernard's with the other police… Molly looks lost. She stops in the middle of the parking lot, unable to move any farther. She starts breathing heavily and looks like she might start to cry. Is the only cop who has it together going to have a total breakdown?