Flashback. Little Alex sees the chauffeur accepting money from strange men. He tells her that the men will take her and do not know who she really is. "You sold me to them, I saw it," she says. He looks ashamed. "I have children of my own to feed," he explains." As if it makes anything better, he says he could have sold her to the new head of Zetrov for more money. She clutches her father's watch, which the chauffeur tells her to hide. He drags her to a slightly younger Vlad, who is almost unnervingly polite and friendly.
In the present day, Vlad tries to get Alex to confess her true identity on camera. Alex still protests that he's got the wrong girl. "Then who the hell are you?" he asks. This leads to a flashback of the Loft of Fabulousness, some eight months ago. Nikita and Alex are prepping her backstory for Division. They decide to stick relatively close to the truth. "My parents both died," Alex says eight months ago. She picks up in the present, for Vlad's cameras: "...in a car accident." She tells him the well-rehearsed lie about the car accident that we've heard her telling Amanda before. Vlad doesn't believe it, because Alex gave Irina her father's watch before she escaped. Irina was supposed to sell it. Vlad has it now. He dangles it in front of Alex like bait.
Division. Birkhoff shows footage from the nightclub to Amanda and Michael. Amanda recognizes Irina's temple-rapping gesture as Russian. She tells them that Alex was forced to work as a Russian sex slave. Maybe the other girl was, too. Michael figures Alex is trying to help her. He decides to call in a favor from the Russian mafia.
Russian bathhouse. Nikita has infiltrated this stronghold of sweat and hirsute old men by pretending to be a towel girl. She wheels a cart of towels into a steam room then reveals the claymore mine she's smuggled in. She explains what will happen (the thing explodes in their direction) if they don't tell her where she can find Vlad. A bunch of guys poop their towels. You can tell Nikita is awesome because her hair doesn't frizz even the slightest bit. She holds the mine trigger in one hand, finger on the button. Outside, Michael has just arrived. He tells the guard he's looking for... I can't understand the name. "Tell him it's Misha," he says. Not Mikhail, but Misha. I love it! In the steam room, one of the sweaty mobsters caves: "To hell with it! I'm not sweating my ass off for that durak!" Sounds almost... Klingon. He tells her where Vlad is running his brothel. Michael tries to get inside, but the door is locked. The guard says the guys are in there with the towel girl: "Dark hair, long legs... very hot." Michael smirks with recognition and kicks open the door.