...and goes to a cathedral. He sits in the pew for a while, praying in silence or just wondering how the in the hell did he get to this point in life. After a while, he gets back up and goes to the car. Katia is in the back seat, still tied up. Apparently he just left her in there while he went to church and nobody noticed the tied-up blond chick screaming in the car. "The current will take you," Joe says as he drives. "The water will wash all this way; you'll come up a Jane Doe in Lake Erie." She cries even harder now. Not only is she doomed to die, but now she has to listen to one of Joe's monologues, too. "I have got to put you in the river," he goes on. "I'm sorry -- I've got no choice! Someone has to die."
He pulls up by the riverbank and puts his gun to Katia's head. "Are you a Catholic?" he asks. "You know, because some of those Baltic whores were Catholic..." Didn't Boyd say in the first episode that Joe had almost become a priest? Maybe they kicked him out for being terrible at last rites. He holds the gold crucifix that hangs around his neck and offers to pray with Katia. He closes his eyes and bows his head. Perhaps this time he gets some divine word that he didn't get in the pews, some word that moves him to action. He swears Katia to silence, then removes her gag.
Some time later, he goes by himself into the U.S. Customs office at the Detroit-Windsor Tunnel. He's been in there often enough that the officer behind the desk knows him by name. Joe makes some excuse about taking his "lady friend" to do a little late-night gambling, then signs over his sidearm. Perhaps because Joe is a familiar face 'round these parts, nobody asks for his lady friend's passport. After that, he drives Katia to a parking garage. She starts to get out of the car, but he pulls her back. "You are dead," he reminds her. "I killed you, no?" She repeats the words, then asks him to say goodbye to Frank for her. But seeing as how she's dead, he can't really do that. He warns her against ever contacting Frank again, or he'll make the death stick for good next time. With that, she disappears into another car with Ontario plates.
Joe returns to the cathedral. "I should've killed her," he says to Jesus up on the cross. Jesus doesn't have anything to say to that, so we go to the opening credits.
Frank heads over to a boxing gym and chitchats with the coach about the fighters currently sparring in the ring. There's a familiarity that shows us that this isn't Frank's first time. The coach says one of the guys is too pretty to be a fighter, but it's kind of hard to tell with all the protective gear on. Frank gets his own gear on and spars with someone who isn't the pretty guy.