So he tries the "this kind of surveillance comes with a lot of red tape" but she stares at him resolutely and then he says he'll cut through it. She looks half-surprised.
In the meantime, he's got another assignment for her and tells her about the plane crash here that killed three people as well as their counterparts on the other side. She asks how that's even possible... like THAT'S WHAT THE INVESTIGATION IS ABOUT, Fauxlivia. He tells her to report to the Bridge to pick up members from the other Fringe Division, as they're going to be investigating this together.
She leaves and he picks up her "Moley moley moley mole" list and sighs.
We flash back from Earth-2 to Earth-1, seeing the change in both the Statue of Liberty (cosmetic) and the New York skyline (much, much more than cosmetic). Walter, hustling down the corridor in the Bridge facility to catch up with Olivia, announces that he always likes to empty his bladder before a long trip and she reminds him that they're just walking through a door. Heh. That reminds me of when I used to live in Lloydminster, which is a town that straddles the Alberta-Saskatchewan border. I lived on the Alberta side and worked on the Saskatchewan side and more than once I'd have a conversation with some information-gatherer or another who would be perplexed by the fact my home phone number area code was different from my work one, including one poor woman who couldn't shake the notion that I must have a very long commute, no matter how many times I told her that the border ran right through downtown.
Anyway, Walter goes through the security screening (he proudly announces himself as "Walter Bishop, consultant"), which is really just a sentry asking questions about pacemakers and various diseases, like smallpox and tuberculosis. The highlight is the question, "Are you on any medications?" to which Walter amiably replies, "Several. Mostly recreational." The sentry glances at Olivia, who tells him it's OK. The guard tells Walter that once he's over there, he's subject to the same laws and regulations as any naturalized citizen of the other side -- too bad! Since they're heroes and all, they should get SOME form of diplomatic immunity or something.