The death of "Big Jim" Colosimo has sent ripples out, through Chicago (where Al Capone stomps on a reporter asking about Torrio's involvement) and beyond. Rothstein and Luciano summon Frankie (the trigger-man) and threaten him to spill who ordered the hit.
Meanwhile, the roadside whiskey heist leads Van Alden to set his sights on Nucky. Nucky pays this forward by giving Jimmy a new round of fresh hell for the shootout (which killed either four of five people, they're not sure). Nucky refuses to let Jimmy back into the organization, telling him if he wants to be a gangster, he can operate on his own. He also demands another $3,000 from the whiskey money. Jimmy doesn't have it, of course, and since Capone blows him off on the phone, he gets the cash by pawning the necklace he just recently bought for his showgirl mother-type-figure who's barely old enough to be his big sister.
...What's that? Oh yeah, we're led to believe that Gretchen Mol is Michael Pitt's nudie-dancing mistress ... only to get the oblique-as-hell intimation that she was married to Jimmy's no-good dad and sacrificed quite a bit to keep food on the Darmody table. Developing ...
Knowing that Van Alden is on his tail, Nucky sends Eli to the hospital to give Margaret the message that Hans was a bootlegger who pulled off the whiskey heist, and that's all there is to it. Despite a home visit later from Van Alden, she must've kept on-message, because she later pays a visit, and they have another sweet "getting to know you now that I've had your husband killed" conversation.
Meantime, Nucky is trying to help local pervo George get into the pants of the 19-year-old with expensive tastes who he's been escorting all over town. When she turns out to be a big ol' tease, though (despite George getting Nucky to invent the Miss American Pageant in order to make her feel pretty), George decides to drive her back to Baltimore in the middle of the night. Since there very well may be only one road in and out of Atlantic City, they wind up on the same road as last week's massacre. When the girl relents and decides to give George a roadside handy, the pair are horrified to discover a desperate and bloodied bootlegger running towards them, screaming for help. So five, then.
Previously: Jimmy went behind Nucky's back and teamed up with Al Capone to steal the whiskey shipment Nucky sold to Arnold Rothstein. After killing Rothstein's bootleggers, Jimmy gave Nucky a wad of cash, while Capone took the booze back to Johnny Torrio, who when offed his Chicago mob contemporary "Big Jim" Colosimo. It was all a bit confusing, but if they keep killing off major players like that, we'll be down to a manageable number soon enough.
The opening shot, of snow falling down over Colosimo's funeral procession outside a giant Chicago cathedral is so beautiful, you almost want to turn off the episode right here. There are giant crowds of onlookers and gawkers, but also press, who badger Torrio with questions about his possible involvement. Both Torrio and Capone give the reporters the brush-off. Also, when we see Colosimo's coffin loaded into the hearse, there's a wreath of flowers with a signed note from Nucky Thompson.
Back in AC, Nucky is unsettled as he reads about Colosimo's murder in the paper. You can tell he's unsettled because he's short with Harlan, the black man currently shining his shoes. Eddie enters the office and announces that Agent Van Alden is here to see Nucky, and before Nucky can even say "Who?" Van Alden strides through the door, presenting himself as the "Senior Prohibition Agent" for the Bureau of Internal Revenue. He expresses his frustration at having to wait since 9 AM. Nucky says he doesn't keep regular hours, as he -- much like Atlantic City -- "march[es] to the beat of [his] own drummer." The ensuing conversation is full of Van Alden stone-facedly asking (in a manner that's more like accusation) about the massacre on the road out of town the other night, and Nucky playing the smooth, fakely affable public servant. Nucky remarks on Hans Schroeder, the "guilty" party, and how it's no wonder a "Hun" is the guilty party, given the level of brutality.
Van Alden isn't buying Schroeder -- a petty drunk, by all records -- as the guy behind the heist. "Innocent people don't wind up dead in fishing nets," Nucky offers, insincerely but also completely truthful in this case, though only he would know that. "Not even in Atlantic City?" Van Alden fires back. Nucky changes course, then. Asks if Van Alden is a fan of the Hottentot. When Van Alden says he doesn't go much for theater, Nucky, his impatience showing, asks what exactly Van Alden does go for. Van Alden ignores that and says he went to the Schroeder home but found Mrs. Schroeder wasn't there -- any idea where she might be? Nucky non-answers by wondering if Van Alden should be straying from his assigned "bailiwick" of booze-patrolling. Managing as much of a smirk as his heavy face will allow, Van Alden says he marches to the beat of his own drummer too. As soon as he walks out the door, Nucky's smooth façade bubbles over into irritation, and he orders Eddie to get Eli on the phone.