Peter Weller guest-stars as a scientist who leaves dead people wherever he appears, and I do mean "appears," because he just suddenly appears in a train. By the time he's gone, they're all dead, and not in the usual way, but as though all the energy was just sucked out of them. The Fringe team investigates, and the trail leads them to Alistair Peck, a former MIT scientist working on some crazy (yet totally plausible, Walter figures) time-travel theories. The police get to him, but he just winks back in time again, back to the train again, only with his knowledge of what's going to happen, things play out differently, kind of like when you read a Choose Your Own Adventure book and make the wrong choice and wind up dead, so you go back to your last choice and go the other way? Anyway, the Fringers and the police close in again, albeit in different ways, and find out more information, figuring out that Peck is trying to jump back ten months because he's racked with guilt over the way his fiancée died, since they'd had a big argument.
Knowing a kindred spirit when he sees one, Walter tells him how to modify his equations so he can do it, but advises against it, since he himself once went to "the other side" to retrieve a loved one, and it hasn't exactly been ideal. In fact, Walter struggles with the guilt all through the episode, and Peck's not unsympathetic. He jumps back in time anyway, and reconciles with his fiancée -- just in time for both of them to be killed, which is pretty clearly what he figured was going to happen. He leaves behind a message for Walter -- a picture of a white tulip, which Walter had confessed to him was a sign of forgiveness from God that he prayed for, a confession that now didn't actually happen (although I think the likely consequences and effects of time-travel are glossed over slightly) -- which Walter receives after deciding against revealing his secret to Peter in a letter.
A commuter train pulls into the station early in the morning somewhere, while some ne'er-do-well asks people on the platform for spare change. He's holding a sign that says "God could be watching," but it doesn't seem to be inspiring anyone to help him, which realistically everyone who claims to follow the Bible ought to do. He does his best to remain polite and offer a "God bless you anyway" with each rejection, and you start to feel kind of bad for the guy, but then he bumps into a suit, and as we all know, that means the suit's wallet has been lifted.
Back inside the train, the lights start flickering. The passengers look around, bewildered. Then, a few things happen simultaneously: the lights go out, the passengers are all dead (they haven't moved from their seats, but they are suddenly ashen, motionless, and their eyes are closed), and there's a man standing at the back of the car. That man is Peter Weller. Twenty-three years after the fact, I can't see him as anything else but RoboCop. I suppose it helps here that he's not wearing the suit.
He looks around the car (the only light is what's coming in through the windows), looking distressed at being in a car full of corpses, and goes to get off the train as it slows to a stop. The panhandler greets him with a "spare change?" as he gets off, but Peter Weller says nothing and hustles away down the platform. The kid gets on the train, and he's considerably more freaked out by all the dead bodies around him. As Peter Weller walks away, the kid starts hammering on the window: "No, please! Let me out of here!" Well, the door is right there, you wuss.
After the opening credits, we see Walter writing a letter. And it's not, as I assumed, a letter to some soft drink company advising them on the best way to improve their root beer formula. We can see a couple of sentence fragments: "Peter, I have struggled with this unimaginable secret" and "nothing I would not do for you." The phone rings, and Walter lets the answering machine pick up. I love the way that people in movies and television never use voicemail, because then we wouldn't be able to hear the message being left by the caller. It's Peter, figuring Walter is home and asking him to pick up. Several times, first by smilingly introducing himself as Walter's son, and then by reminding him which button on the phone to push. Peter's in the lab, looking like his soldering something.
Walter makes no move to answer, and Peter eventually gives up, and just tells him to get his kit together, because Olivia told him about an incident on a train, and Peter knows how much Walter likes trains, so he figures it would cheer him up.