Meanwhile, Jack's knocking on the door of Mia's new house and when he comes in to break the news, he shuffles his feet and stares at the floor so it's clear to her something's wrong. He eventually mumbles that he has bad news about her father: "He's gone." Mia is first stunned, then angry: "What happened? Who did it?" Jack hesitates, and then finally says he doesn't know, he just heard the news on the police scanner and came right here (bold lie, unless he DID hear it on the police radio, I guess. We didn't). She collapses to the floor.
And then Jack is angrily confronting Savino for setting him up -- lying about Mia being a rat so Jack would do Savino's dirty work for him. Savino's not long in figuring out that Jack's here instead of at the station because he hasn't told his brother what happened, because he doesn't want Mia to find out.
The police -- including Ralph and Catherine -- are all over the crime scene, with Ralph doing a pretty good job in piecing together the sequence of events and figuring out there's a third person unaccounted for. And that's when Jack shows up, to do a terrible job of acting nonchalant about the whole thing, explaining that he came right over when he heard about it over the radio. Ralph tells him there's a third man on the run, likely the person who shot Rizzo. Jack stands there swallowing and practically wiping the sweat from his brow. Ralph suggests he look for clues outside.
Over at the casino, Savino's putting together the skim and hoping to reassure Chicago that they'll still be producing just as much even without Rizzo there. Red's impressed that Savino's plan worked, because he would have bet on Rizzo. Well, you didn't factor in Rizzo's slow trigger finger and the ninja junkie!
Ralph has found the cattle prod, so they think Rizzo was torturing whoever was tied up. Catherine figures it was Savino and thought maybe Rizzo found out about the informant, but Ralph's skeptical. The dead woman was a junkie, so maybe Rizzo was into something there. The gangster? NAH. So they decide to ask Mia if she knew what her dad was up to, at which point Jack is all, "Mia's got nothing to do with this!" all conspicuous. Jack, just to be sure you might want to keep telling them how you totally didn't kill Rizzo or anything. Ralph points out that of course they have to talk to Mia about her dad's murder, and Jack insists on being there.
Ralph smartly says that's not a good idea, adding it might be best if Jack breaks the news to Mia. Because Jack is the most terrible liar in the world, he says he already did that so Ralph is all, I thought you came right over when you heard it on the radio. Jack, again CLEARLY LYING, is all, "Yeah, AFTER I talked to Mia, obviously, because I'd hate for her to hear on the news that her father is dead, and keep in mind I totally didn't kill him or anything."