Guess what? Even when this show has a fancy guest director, it still opens with a shot of Las Vegas. We quickly move from a car driving into said car, where Nicky is demonstrating that his love for country-western music exceeds his aptitude for the genre, singing, "It was Christmas in Las Vegas / When the locals take the town / Theresa hit a streak / and laid her waitress apron down / She was playing penny poker / over at the old Gold Spike / She's tired of Texas Hold 'Em / So she switched to Let It Ride." Those of you who are into symbolism and the excruciating analysis thereof, start your engines.
Anyway, the lyrics go on and on and on, because the whole point to this song is to establish setting, mood, and characterization, so you need more than a stanza for all that heavy narrative lifting. Nicky eventually hops out at a parking lot within view of the Tropicana and the MGM Grand, then strolls on over to the scene. D.A. the cop tells him, "An anonymous 911 caller reported body parts in this area. I rolled, and found this." And then he flashes his light on a long pink coil of intestine festively draped as if arranged by a sous-chef, then garnished with blood coulis. However, both Nicky and D.A. are put off by the lack of parsley. Nicky begins taking photos and processing the scene while D.A. begs off watching the spectacle so that he might hork in peace. And so that he can a) look elsewhere and b) leave Nicky alone. Nicky offers the guy some gum, but D.A. would rather not.
The air becomes thick with tension, or possibly ominous background music. Nicky blithely trips around the empty, poorly-lit crime scene in a manner more commonly seen by teenaged kids who are all, "C'mon! You don't believe those stories about a guy with a hockey mask in the woods, do you? Let's strip down to our skivvies and begin making out." Sadly for some audience members, Nicky does not express similar urges to begin scarpering from point-to-point in his Jockeys. We see him lay down a plastic #4 next to a remarkably pristine cigarette butt, and then the camera perspective shifts until we realize someone's watching him. Nicky sees a tire tread; someone sees Nicky see the tire tread. He then notices a bagged Styrofoam cup. Conveniently, it's sitting at the end of a dark alley, way, way out of D.A.'s line of sight.
Despite having had a gun pulled on him, and having had a stalker, Nicky has never really absorbed the lesson that some places are best explored with backup. So he trip-trip-trips along as the music continues to be all ominous, and D.A. continues vomiting. At this point, one imagines that D.A. is actually coughing up his own intestines, getting sufficiently nauseated by the sight and throwing up some more.