Back at Grand Central Station, Peter and Olivia meet an NYPD officer who wisely warns Peter against eating one of those giant pretzels. Although he scoffs at the warning, the pretzel is gone as soon as they descend into the subway. It probably teleported. The NYPD officer is concerned about the FBI showing up and she wants to know if they are safe. Olivia helpfully tells her that she doesn't think anyone is ever safe. Like, nice. Peter gracefully steps in and says they are safe as houses. Good thing Walter has him so well trained to skillfully maneuver around insanity and the accompanying commentary. The entire station is still closed, but the officer takes them through the police tape. Before they hit the platform Olivia tells Peter that there will be a red balloon still floating near the ceiling. Peter stares at her and goes to look. Olivia follows and uses her FBI profiling skills to point out that the victim doesn't fit the mold for suicides: she was happily married, she had her baby with her, she was going to the circus. Peter points out the red balloon floating over their heads to illustrate the point that this was not your average suicide. At the police station, Peter and Olivia talk to the victim's husband, who confirms that there is no way his wife would have done this to herself. Olivia and Peter review the surveillance tape. The woman clearly jumped in front of the oncoming train. In front of her baby. I can't even really think about that. So I won't. Olivia asks for a copy of the tape.
Back at the lab, Olivia is still not convinced it was just a dream. Peter, however, is still determined to prove to her that it was. Luckily, Walter has Olivia's back. He is now thinking that Olivia managed to convince the woman to kill herself with her mind. If I was Olivia, I would be a little concerned if I found myself siding with Walter over Peter. Walter calls Peter to task over the fact that he isn't whole-heartedly supporting his friend in her belief that she killed someone despite all the evidence indicating that she didn't. Yeah, Peter, what kind of lousy friend are you? Walter embarks on rambling a vaguely incoherent anecdote about cavemen and their desire to kill with their mind. Peter rolls his eyes before pointing out that Walter's theory is ridiculous. Walter shrugs and agrees that it is, unless it happens again. Whump! Hello, Anvil of Foreshadowing, welcome to my world.