Karen arrives back in Miami and goes to the office. And she is wearing about the ugliest shirt I've ever seen. Pete walks up and hands Karen a postcard. He adds that the kid who delivered it said that some guy paid him twenty bucks to do it. Pete says he's starting to feel like Karen's secretary. "Starting to"? Karen takes the postcard, which features a woman in a bikini on a beach, and flips it over. The message reads, "The scenery is beautiful. Wish you were her. The one that got away." Pete says he's got something for Karen, and hands her a CD with "Chelsea Hotel #2" on it. Karen thanks him.
In her apartment, Karen pops the CD into her stereo and listens while she looks out the window. She remembers that Chelsea was listening to the same song when they first met, and smiles.
Yucatan Peninsula. Chelsea sits in one of two lounge chairs on the beach, facing the ocean. She asks Pell if he'd like another drink. He says he's going up to the house, and Chelsea says she'll stay there for a while. Pell promises to come back for her, and kisses her neck before departing.
Pell walks into a large beach house and starts running a bath. He pauses and then looks at himself in the mirror for a minute. He walks into the bedroom, where Karen is standing. She pulls out her gun, trains it on him, and asks, "Do you ever get the feeling some days are best spent in bed?" Pell starts to ask if he can just get something from the closet, but Karen interrupts to say that if he wants to hide something, his shoe is never a good spot. She pulls out the gun he had hidden in his shoe in the closet. Pell asks how she found him. Karen says she remembered the song, so she knew he was with Chelsea, and just looked for Chelsea's private jet. Pell smiles and asks if she's had her bath. Karen smiles and says she doubts there would be room for all of them. Pell looks down at the gun Karen still has trained on him, and asks if she would really shoot him. Karen says she would. Pell smiles and starts to walk away. He reaches the door, and opens it, and Karen hasn't shot him yet. But on the other side of the door are three cops, all with guns. Pell cracks, "I can see your point about the bath."
Karen joins Chelsea on the beach and says that Pell was a good listener after all. Chelsea says she knew it was just a matter of time, and that she won't testify. Karen says she won't have to. Karen walks away, as some cops walk toward Chelsea.
A police van transports Pell back to prison. Karen sits in the passenger seat. She tells Pell that he was wrong, and that there is a song about Karen by a group called the Rip Chords. Pell quotes the song, "A woman like you, I could have loved." Karen adds, "And there's my luck." See? Just like the opening scene. And now I know why Pell was talking like Yoda. Karen's phone rings. She brushes aside her badge and her gun to pick it up and says, "Hi, Daddy."