- "No. This took a lot of time and effort. He knows what he's doing. He's not interested in profit. He's trying to send a message."
- —Detective Gordon to Mr. Thatch
Gordon and Bullock investigate a trail of clues left in a museum robbery, which, unbeknownst to them, were left by Nygma in a dangerous game of cat and mouse. Gordon’s past comes back to haunt him when an anonymous person threatens to expose his hand in Galavan’s murder. Meanwhile, Penguin’s visit to some old friends leads him to meet his father, Elijah Van Dahl and Bruce practices his street smarts.
At the Gotham Museum of Art, many people gather and contemplate large-scale replication of a bomb. Suddenly Edward Nygma activates a that lights the fuse of the bomb which makes people flee from the museum fearing an explosion. When the room is vacated, Nygma hastily steals a painting and afterward uses spray paint on the vacated canvas. Minutes later, the police arrive on the scene and are surprised to find a green question symbol in the place of the stolen painting. Later at the GCPD, Captain Nathaniel Barnes assigns the case to Detectives Gordon and Bullock as bomb threats were under the homicide division's jurisdiction. When Harvey left the office, Barnes informs Jim that Internal Affairs had decided to reopen the investigation into the murder of Galavan thanks to the appearance of a witness, providing new information that pointed to the Detective as the murderer of Galavan. However, Jim says that this could be a ploy against him, and once again assures his captain that he did not kill Galavan.
After that, Gordon and Bullock prepare to go to the museum, but Ed appears to give his testimony about the disappearance of Kristin Kringle. However, Jim chooses again to postpone the case. Meanwhile at their base, Butch and Tabitha are surprised to see Penguin who arrived to apologize for all the evil that he had caused in the past. Not caring, Tabitha tries to kill him to avenge her brother, Theo Galavan, but Butch stops her considering that all of them had lost something, and they were even. However, Tabitha refused to let him go without a punishment, which Butch agreed to. At the museum, Jim tells his partner about Internal Affairs reopening the Galavan case, so Harvey commits to using his contact inside IA to find out what information was given the new witness. After that, they met with the curator of the museum to talk about the stolen painting and the other two ruined ones, had green questions marks spray painted on them. Quickly, after hearing the names of the authors of the paintings and the content of the stolen work, Gordon and Bullock deduced that thief planned to place a bomb at the train station. At the same time, Nygma prepared the explosive from the trunk of his car.
Later, the police burst into the station to evacuate the civilians, and unseen Nygma watches from afar. Hearing the typical sound of a clock coming from the safes, Gordon uses a crowbar to break down the door of the locker and takes the bomb, throwing it into the inside of a statue before the explosion. Elsewhere, Selina Kyle with Bruce Wayne to a greenhouse where Ivy Pepper worked, cultivating hallucinogenic mushrooms for Sonny Gilzean's gang. With Ivy's help, Selina intended on stealing the gang's money. After Bruce stated that he was not opposed to the idea, as it was stealing from criminals, Selina tells him that they were to wait, as Ivy put mushrooms in the gang's lunch, which would put them in a state of relaxed bliss. Back at the train station, Jim informs Captain Barnes about what happened, and Ed collects the signature of Officer Pinkney with the excuse of filing a chain of custody form. After that, Nygma congratulates Gordon for his actions during the day, and the Detective puts Ed in charge of forensics on the case.
At Sonny's base, Bruce and Selina manage to steal money from the gang thanks to the gang members being drugged. Unfortunately, Sonny returns while they're in the middle of doing so, and catches the two attempting to flee with the money. Later, Oswald who had been tarred and feathered, visited Ed at his apartment to tell him, as a friend, that violence and anger were not the solution to any problem and he could change as he did. Nygma on the other hand, taken back by the Penguin's new personality, asks him to leave his home and unwilling to divulge the plans he had for Jim Gordon. Later at the GCPD, Harvey, having met with his contact in internal affairs, informs Gordon that thanks to the testimony of the new witness he had become the prime suspect in the death of Theo Galavan.
Meanwhile, Sonny, failing to get in contact with his uncle, assaults Selina after she cracks wise at him. Seeing that, Bruce calls him a coward for beating on a girl, so Sunny begins to beat him to silence him. Refusing to give up, remembering the advice of Alfred, Bruce takes a series of fierce punches from Sunny until Selina creates a distraction that gives him the chance to knock out Sunny and allow them to run away with the money in hand. Meanwhile, Oswald visited the grave of his mother to tell her he was making an effort to become a different man. Suddenly a man named Elijah Van Dahl appeared with a lily bouquet for Getrud's grave, and Elijah is surprised to discover that he was the son of Gertrud. Taking into account Oswald's age and the last time he saw Gertrud, Elijah realizes that he was the father of Oswald. At Leslie's apartment, Jim tells Leslie that he the prime suspect in the murder of Theo Galavan. After hearing this, Leslie panics and reiterates that they should have left town when they had the chance, despite Gordon claiming he could fix it.
That night, Nygma makes an unexpected at Officer Pinkney's apartment, who he beats with a crowbar to kill him. At the same time, Elijah takes Oswald to his mansion where, in the middle of dinner, tells him that Getrud worked as a cook for his parents, and he fell in love with her. However, their romance was forbidden by his parents after they discovered it, and his parents reached an agreement with Getrud that made her leave, and he was told that she was being taken care of, but never to look for her. Regretting his cowardice, Elijah hugs his son and promises that he was no longer alone in the world, as he had a father, and a big happy family. At Leslie's apartment, Jim receives a call from Bullock who reports that forensics tracked down the pay phone used to activate the bomb at the train station earlier. Gordon then agrees to go check it out, despite Bullock telling him the bomber was long gone.
There, beside the pay phone he finds a door to an apartment open and inside Pinkney's bloodied body. Unfortunately, Barnes also arrives who without hesitation tells Gordon to put his gun down, and tells him to handcuff himself. Jim tries to explain that he was following a lead in the bomb investigation and did not know that it was Pinkney's apartment building, and Barnes explains that the reason he was there was Pinkney had sent him a messae telling him he wanted to talk to him about Gordon. Elsewhere, Selina tended to Bruce's wounds, and noted that Sunny might be right, that Bruce liked pain. But Bruce reveals that despite what Sonny did, he knew that that he couldn't break him, and that no one could.
In the interrogation room of the GCPD, Barnes informs Jim that the crowbar Pinkney was assasinated with, was found under a sofa, and had his fingerprints on them. Gordon then tells him that the crowbar was the one used to open the locker door at the train station, and also alleges that his visit to Pinkney's home was an accident that occurred thanks to the forensic report Bullock had told him about, and that Bullock himself would back him up. Although Harvey had already confirmed his story, Barnes reveals that the report contained no information the remote timer, or a traced call. Somewhat desperate, Gordon pleads with Barnes as to why he would have the motive to kill Pinkney, as he was a fellow cop, but Barnes contradicts him, informing him that Pinkney was the anonymous witness who presented the report to Internal Affairs to expose him for the murder of Theo Galavan. Stumped, the Detective cries out that he had been setup, but Barnes doesn't believe him, saying that criminals used the same line. Eventually, Jim asks for his attorney, and Barnes tells him that he was a disgrace to the badge and broken his heart.
After the altercation, Jim is taken by two policemen to a cell at county, and leaving tells Bullock that the entire day had been a setup for him. Ed watched the scene unfold from afar, pleased that his plan had worked. After month later, after the four week trial, Gordon is convicted of the murder of Pinkney and Theo Galavan, and sentenced to forty years in prison in Blackgate Penintentary, which greatly surprised Selina, and specifically Bruce. At Arkham Asylum, while the media reports on the sentencing of Gordon, Barbara Kean finally, comes out of her prolonged coma after hearing the news. Watching her wake, the nurse in charge of her care quickly tells someone to call Hugo Strange.
Meanwhile, Leslie visits Gordon in prison, before his transfer. There, she assures they figure something otu, but aware that his situation wouldn't change, he asks his girlfriend to move on with her life. Inevitably, the doctor refuses to give up not wanting future visits to the prison and the constant fear of receiving a call to alert her of his death. Jim asks her to leave town, start a new life and forget that he existed. Despite pleas from Leslie, Jim returned to custody after asking her not to try to contact him, as he wouldn't answer. At Elijah Van Dahl's mansion, Elijah gives a toast to his wife and children having welcomed Oswald in the family. However, to his ignorance, the women make an effort to hide their displeasure. Later elsewhere, when the truck arrives to take Gordon to Blackgate, Harvey promises his friend he would find the person who set him up.
- Ivy nicknames her plant strain The "Blue Devil," referencing the comic book character.
- In the comics, Penguin's father is Tucker Cobblepot. The only "Dahl" involved with Batman is super-villain Mary Dahl, alias Baby-Doll.
- Nygma killing someone with a crowbar is reminiscent of the way the Joker murdered Jason Todd in A Death in the Family.
- It is revealed in this episode that Oswald is 31 years old.
- Mad Grey Dawn is an anagram of Edward Nygma.