Jimmy's settled down in Chicago, shacking up with a girlish prostitute named Pearl and finding out quickly and repeatedly that Al Capone is a total dick. But they buy fancy suits and intimidate local businessmen together, Jimmy the passive good cop to Al's bull in a china shop. After Capone delivers a Greek-town beatdown, some of the other Chicago wiseguys get their hackles up. Torrio orders Capone to negotiate, which Capone does in his usual "Fuck you, pay me" style. He thinks he's won. Jimmy knows better, so it's especially cruel when it's Pearl who gets her face slashed in the retaliation attack.
Back in A.C., Nucky is busy preparing to be surprised by his surprise birthday party. He's also on edge, considering all the politicos who will be there -- he's determined to score public funds so Atlantic City can get some G-D paved roads into town. Meanwhile, Madame Jeunet requires Margaret to be on hand at Nucky's party for a Lucy costume change. ("What, is she jumping out of a cake?" you might ask. Uh... yep.) At the party, Margaret impresses Nucky by making the case for suffrage in front of a pair of Senators. They dance, but Margaret becomes disillusioned when Lucy does indeed jump out of that cake, to Nucky's delight. She later rebels against Madame Jeunet by stealing one of her dresses.
Backstage at the party, Nucky struggles to get Senator Edge to appropriate the roads funds, and it doesn't help matters when Edge requests a Pimm's Cup, and Eddie has to tell them they don't have that brand. The Senator laughs and pointedly tells Nucky that not everyone gets what they want. But Nucky has a crate of Pimms Cup delivered to Sen. Edge, with a note stating he certainly does expect to get what he wants.
Elsewhere, Nucky pushes Eli to find the guy who lynched Chalky's driver. So Eli raids a Klan meeting and arrests the Grand Cyclops. He lets Chalky in to see him, and Chalky tells the story of his daddy getting lynched. After some alone time with Chalky's satchel of torture tools, he emerges with Cyclops's pinkie finger and the news that the Klan didn't do the lynching.
Gillian is babysitting Tommy when Lucky Luciano comes calling, looking for Jimmy at Rothstein's request. Gillian invites him to investigate up his own ass, at which point Lucky becomes (rightly) enamored with her. Watch out, Gillian! He's got gonorrhea!
And the Catholic brothers from Philly still want their money from Mickey, so he tells them he plans to steal one of Nucky's honorariums. Guess that's next week.
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We open in Chicago, where Al Capone is proving to be something of a complete dick. He creeps into the flophouse where Jimmy Darmody is staying (and shacking up with a girl, no less), pulls out his gun, and appears to aim it at Jimmy's head before firing it point-blank into Jimmy's pillow. As fakeouts go, it's not great (I can't imagine anyone was buying Jimmy to bite it in episode 4), but still, Jimmy awakes in a complete freakout -- his left eardrum bleeding and likely panicked in a post-war PTSD way, all the while Capone is cackling like the dough boy he is. He teases "soldier boy" "Princeton" Jimmy and says he was just playin'. Then he asks for the keys to the car. You guys, nobody told me Al Capone was such a twat. After Al leaves, Jimmy tries to calm his lady friend down, and I say "lady" even though I'd be floored if she's even seventeen. In return, she tends to his bloody ear. Just another evening in Chi-Town.
Back in Atlantic City, Nucky practices being surprised in the mirror, for the birthday party he's not supposed to know is coming. Eddie interrupts him with talk of the guest list, while Lucy pops in to announce she's going shopping. She also manages to indiscreetly compliment Nucky for tearing her apart last night, which makes Eddie blush and Nucky blush even harder. After she leaves, Nucky reminds Eddie to invite Governor Edwards, despite the fact that he won't come, the filthy Democrat. But Senator Edge and Mayor Haig both will be coming, and they're to be treated like "visiting royalty." Edge especially, as he's Nucky's key to a huge chunk of road appropriation funds. In other words, "make sure everybody gets laid." Oh, HBO shows, you change, but you always stay the same.
At Margaret's, Edith is reading an article about the woman believed to be the Russian grand duchess Anastasia Romanov, who had recently washed up alive. Margaret thinks it all sounds like a fairy tale, but Edith appears more circumspect. Edith appears to have as little patience for fanciful gossip as she does for noisy children, as she threatens Margaret's children with a spanking if they don't pipe down. Man, if anybody ever did that today, they're probably get the electric chair. Yes, they would bring the chair out of retirement for just such a heinous crime. Or they'd reinstate tarring and feathering. You think the Temperance League was formidable and humorless? Try messing with fucking Mommies today. ANYWAY, Edith's stern demeanor actually gets the boy to add a "please" to his request that Margaret read the "funnies." From Anastasia to Mutt and Jeff, Margaret's enjoying getting lost in some stories this week.