Apparently unable to complete the embalming, Rico has gone home for the afternoon. He sits alone at the kitchen table, playing with a little baby toy, until Vanessa finally enters behind him. She's got a bag of groceries, and a whole long list of excuses as to why she's not resting in bed like she's supposed to be. Apparently, her sister got a two-day part on a Nicolas Cage movie. "She plays this hooker who witnesses a murder and then gets raped and killed," explains Vanessa. "She's got lines and everything!" Okay, heh. I mean, we get the whole Nicolas Cage/Las Vegas joke, but is that role really any worse than spending two days playing The Girl Whose Face Gets Smashed In? Rico is all concerned about the baby's health, and he confesses that he just can't handle embalming Sweet Baby Dillon. In fact, he hasn't done a baby since their own son was born. He continues obsessing over this, and Vanessa finally manages to console him. The scene ends with Rico pressed against Vanessa's belly, listening for the baby's heartbeat.
At the convention, Nate and David are attending a Kroehner-sponsored seminar on restoration techniques. The featured presentation is all about the aforementioned Girl Whose Face Got Smashed In, but the Kroehner guys are claiming all the credit and not even mentioning Rico. Nate can't even stand to look at the accompanying slide show, exclaiming that the picture of Chloe Yorkin (which is pretty fucked up) is "like fucking science fiction."
Meanwhile, in another part of the casino, Brenda plays blackjack and flirts with some random guy in a cowboy hat. Suddenly, Billy sits down beside her and asks to be dealt in. Brenda immediately jumps up, and runs off to move the conversation to a location better suited for filming large chunks of dialogue. Billy follows her, and once again reiterates that he "NEEDS" her. Of course, he then also tries to claim that his presence in Vegas is merely a coincidence, so who knows what's up with this guy? Brenda shouts that Mom and Dad told her about the bomb and all the other stuff, which causes Billy to inquire as to whether she thinks he's "Billy McVeigh" all of a sudden. There's lots of screaming about who might have been lying to whom, and it's all finally resolved when Brenda trumps Billy's denials by adding that Dad showed Brenda Billy's manifesto. I guess that makes it official. Billy is this season's Big Bad. Just as Nate conveniently decides to wander past, Brenda tries to walk away, and Billy grabs her. Nate immediately climbs up onto his white horse and rides to the rescue. He shoves Billy away, and after the boy fixes us with yet another Creepy Jesus glare, Billy turns to walk out of the casino. Brenda can't believe that he would follow them to Vegas, but Nate admits that he's "not entirely surprised" by this turn of events. To be honest, who really was?