Last we saw Walt, he was laughing maniacally from beneath the floorboards of his home at the thought that his entire family might be done in because Skyler gave his money to Ted Beneke. In Walt's defense, that is pretty funny. Now, ominous black vehicles are descending upon Walt's home. The good (ish) news is that they're cops, not assassins.
Meanwhile, Skyler and Walt and frantically packing their shit, only Walt tells Skyler he's not coming with her and the kids to Hank and Marie's. He needs to keep them safe, and as long as he's with them, not even DEA protective custody will keep them safe. He's the real target here. Skyler, beyond freaking out at the implications of what happens to Walt if he stays, doesn't know how she's supposed to explain this to the family. Walt's like, "You'll find a way." The one positive about staring death in the face for Walt is that he doesn't have to be the one to worry about cover stories anymore. Skyler says there has to be another way, and Walt, not entirely kindly, says there was, but not anymore. Ouch. She then asks him how long until he's safe and out from under threat. He looks at her with total pity (it's nice that he gets to be intellectually superior one last time) and says, "Oh, Skyler." She gets it. "I have lived under the threat of death for a year now," he tells her. "Because of that, I have made choices. I alone should suffer the consequences of those choices." And those consequences are coming.
Outside, Skyler packs Holly into the back of a police SUV, while Walt's on the phone with Hank, trying to convince him that it's fine that Walt isn't coming along. Turns out it doesn't take much convincing, since Hank thinks all this protective custody shit is just an overreaction. Walt does a deft little tap dance, playing on these feelings of Hank's while simultaneously trying to tell him to, you know, actually be vigilant. After hanging up, he goes to kiss his daughter goodbye, doing that adorable parent thing where they cup their child's face in their hands and kiss their forehead. Skyler can't even bear to embrace him before she and Holly shove off. It's interesting to wonder how Walt and Skyler would've dealt with this DEA protection if they did have the funds to make their escape. Alas, it's a brave new world now and Walt is home and undefended.
After the credits, Walt is sitting out back, at the fateful pool. Site of previous extreme calamities as plane-crash debris and setting a grill full of money on fire. [Note: And then frantically pulling that money out of the fire, because Walt is a giant wuss -- RS.] Walt is sitting next to a table with his gun on it. Occasionally, he spins the gun. The first time, it lands with the barrel facing him. Second spin, same result. Is this the universe trying to tell him something? Remember that time he said he should have died before things got terrible? Maybe this is another such crossroads. But Walt is not satisfied with the universe's messages, so he spins again. This time, it points across the way at a potted plant. That plant is having a terrible day.