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?
Tony and his driver pull into the Soprano driveway. Carmela and Rosalie Aprile (yea!) are going through photos from their trip to Europe last year, laughing over their good times. Tony comes in and asks Carmela if he can speak to her privately. With no time to pussyfoot around, Tony quickly tells a shocked Carmela that Bobby is dead, and Silvio is in the hospital, because they were both shot. Meanwhile, Rosalie continues looking at pictures and finds one of her and Carmela sticking their heads through a painting of two queens, so it looks like they are wearing the dresses. I wonder why they focused on that photo specifically – is it because Rosalie used to be the wife of the head guy, and now Carmela is? Anyway, Tony tells Carmela that she needs to leave with the kids and not ask questions. He reminds her that generally families don't get touched, but he just wants her away from their house, so she should go to the house she just bought in an estate sale. Carmela looks pained and terrified as Tony gives her a hard look. She pulls it together and asks about Janice. Tony promises they can stop by after they pack. Carmela moves quickly into organizing mode, just she did when Tony was shot, or when Christopher died, thinking about the next steps. She worries that AJ won't leave the house, and Tony promises that he'll leave the house one way or another. Rosalie shows up and says that she's going to leave, but she heard everything. I don't know if that's important, but I thought I'd throw it in there. She's probably relieved that she has no male connection to the Family anymore, with her husband, brother-in-law, son, and former boyfriend all dead. Of course, the last three of them were killed (either directly or indirectly) by Sopranos; she probably doesn't know, but you wonder why she's still friends with Carm.