Bobby parks outside a model train store; just after he gets out, his cell phone starts ringing, but he left it in the car so he doesn't hear it. It's probably Silvio, telling him to be careful, and Bobby didn't get the message. Inside the store, Bobby admires the trains and has a conversation with the store's owner about a vintage "Blue Comet" engine (thus the episode's title). While Bobby is engrossed in train discussion, two guys dressed in dark clothes and wearing baseball caps enter the store. One of them turns a corner and starts shooting at Bobby. The other one joins him. Bobby takes a number of bullets and ultimately falls on top of the model train table, riddled with bullet holes, eyes wide open and unseeing. The two killers exit the store as the customers cower in fear. Goodbye, Mr. Bacala. You certainly deserved better, between your wife dying and somehow getting hitched to Janice and knocking her up. Then again, maybe you're better off now.
Bing. Silvio is packing work-related items into a bag, preparing to go into hiding. Patsy tries to hurry him along, and they eventually hop into Patsy's car. As they are pulling out of the Bing's parking lot, another car pulls in and blocks their exit. Two guys get out and start shooting. Silvio reaches into the back seat and struggles to grab a gun, similar to how Ade struggled to stay in the car when Silvio tried to pull her out so that he could shoot her. Karmic justice? Silvio takes a few bullets, including a shot to the side and one to the shoulder. Patsy manages to return fire and beat feet into the woods nearby without getting hit. The killers run out of bullets and retreat as the patrons and strippers from the Bing watch in horror. The killers drive away, slowing down to check out Silvio, who is sitting in the passenger seat unconscious and possibly dead. As the killers pull out of the parking lot, they cut off a dude on a motorcycle, who dumps his bike and rolls down the highway. Then the guy's legs get run over by a minivan, as the people outside the Bing (representing us, the viewers?) gasp in horror, but don't turn away. Meanwhile, we see an unharmed Patsy sprinting through a drainage ditch, gun in hand. Did he know about the hit? Seems weird that Silvio got hit multiple times and Patsy made it out unscathed. Or was he just lucky?