After the sun comes up, Sam is on his way to a drop-off for the Feds. Michael VOs that spies need to look out for roadwork -- too many guys means an ambush, but no guys and roadblocks directing you onto a freshly-fixed pothole means you're about to drive over a bomb. Which Sam forthwith does, even though he jerks the wheel at the last second. The car rolls and burns, and Sam is killed instantly. Okay, obviously not that last part. He gets out and starts moving to where the case was thrown clear, but Natalie pops up and starts shooting, pinning him down behind the car with machine-gun fire. Sam warns her that the weapon isn't worth the hell that'll rain down on her, but as she says, "20 million dollars will buy me a hell of an umbrella!" She takes the case and is gone before Sam can even start returning fire. So now I guess she'll find another buyer she can steal it back from, and continue doing this indefinitely.
When the rest of the team catches up with Sam, they're at least glad he survived, but Jesse points out that Natalie had no way to know what Sam's escape route would be. Then Michael realizes she must have bugged his shoe when they were at the Japanese restaurant. The good news is that the bug is still active, so they can use it to fool Natalie into thinking she has the wrong case. Good thing the bug isn't in the shoes Michael's wearing now.
Back at the loft, Michael pries the heel off his shoe and finds the bug, VOing that the last thing a spy does when he finds one is shut it off. It's a "direct line into the mind of your enemy." Sam pretends to come in, and he and Michael read off a prewritten script in which Sam tells Michael what happened, but adds the part where Natalie took a decoy case, because the real one was in the trunk. Natalie's listening, of course, so she hears as they continue to talk about leaving the case at the bus station for the Feds to pick up.
At the loft's courtyard, Fi meets Jesse with a duplicate case that they load with a tracker, and then make up some fake chemicals to stick in it. A cocktail of pesticide, tear gas and diesel fuel should pass a field test without posing too much danger, as Michael VOs.