Bloody Face invades the cell that Teresa is cowering in. Leo rallies to attack him, managing to wrestle the orbitoclast away and stab him in the chest. Teresa then snatches it up and makes certain the job is done. As they make their escape, they encounter a second Bloody Face. A third appears from behind them and puts a bullet in each of their heads. The two Bloody Faces remove their masks to reveal that they are brothers, Devon and Cooper. It was their friend Joey who was killed by the newlyweds. As they wonder what could have taken Leo's arm, they are shocked by the entrance of a fourth and unaffiliated Bloody Face.
Sr. Mary Eunice brings the mail to Sr. Jude, including a newspaper dated 1949 referencing missing Framingham resident Missy Stone, shown in a photograph to be Sr. Jude's hit-and-run victim. Distraught to the point of paranoia, she is kneading bread when Dr. Thredson asks her about Jed's autopsy and she begins accusing him of planting the newspaper and gives him two weeks notice to clear out his office.
Sr. Mary Eunice informs the residents of the upcoming storm and the plans to comfort them with a showing of Cecil B. DeMille's The Sign of the Cross. Sr. Mary Eunice seems to taunt Sr. Jude with Communion wine and lipstick to which she attributes to Dr. Arden. The Mexican, having recognized the change in Sr. Mary Eunice, is praying in her cell when the nun enters and bids her to get on her knees to pray, then stabs her with scissors before wheeling her out to the woods as dinner for Dr. Arden's creatures.
Sr. Mary Eunice meets with Arden, telling him that the creatures are getting hungrier, and wondering what will happen when winter comes. She taunts him regarding his desire for her and makes vulgar advances, thus snuffing his interest and he throws her out of the room.
Arden cleans his office and dresses a sofa to ride out the storm. Sr. Jude confronts him about the forbidden lipstick. Arden admits to admiring Sr. Mary Eunice's purity and innocence, but believes her corrupted by patients like Shelley. Sr. Jude disagrees, asserting that it is Arden's doing and again makes paranoid accusations about an attempt to usurp her. He suggests the elder nun take a leave of absence. She leaves to pray in her office, and the telephone rings. Her hit-and-run victim speaks to her from beyond the grave. Sr. Jude apologizes, and seeing the girl's broken spectacles on the desk begins to weep. She breaks her sobriety by sampling the Communion wine and leaves her office to start the film for the residents. An orderly reports that The Mexican is missing from her cell. Sr. Jude introduces the "first inaugural" movie night. She tries to calm the storm-frightened residents, but she is clearly shaken and breaks down in tears while reciting from Rodgers and Hammerstein's "You'll Never Walk Alone". She goes to find the missing inmate.
Thredson tells Lana that he has inquired after Wendy, finding that her door was open and Wendy absent. He expresses concern that Wendy's disappearance is the work of Bloody Face, despite the insistence of police that they have their man. Grace and Shelley, with the addition of Kit, take the opportunity to attempt their escape. Lana attempts to follow but after her betrayal in the first attempt she must first convince Grace and the others to accept her. Shelley sacrifices herself to distract the patrolling orderly, only asking that if she is unable to join them that Lana blow the lid off the place. Sr. Jude catches a glimpse of the others as they continue on and pursues.
Arden continues to listen to the weather report, then "tarts up" a statue of the Virgin Mary with the lipstick before shouting "Whore!" and shoving it to the ground to shatter.
Shelley knocks Carl unconscious after aborting her fellatio, but while attempting to catch up to the rest she runs into Arden. Meanwhile, Sr. Jude's pursuit finds her face to face with one of Kit's alien acquaintances.
The escapees can wait no longer, and leave Shelley behind, exiting into the storm. Dr. Thredson notices their absence. Sr. Mary Eunice is enthralled by the film, anxious for the Christians to be eaten.
Shelly runs into Arden who takes her to his office and he tries to anally rape her. She starts laughing at his unexpectedly small penis and Arden knocks her out with a blunt object.
The escapees find The Mexican being eaten by the mutated creatures outside, and are pursued by them back to the tunnel.
Sr. Mary Eunice wakes Sr. Jude from her drunken stupor and tells her of the escape. Sr. Jude puts an early end to movie night and all other future privileges due to the three escapees, who she mistakenly believes to be Shelley, The Mexican, and Pepper, as the others have returned with muddy shoes to their seats. Shelley awakens on Arden's examination table and learns that everyone else believes she escaped and that the doctor has amputated her legs above the knee.
The Mexican is a recurring character on Asylum. She is an elderly Hispanic woman likely suffering some form of dementia who has been committed at Briarcliff Manor. She was murdered by the demon-possessed Sister Mary Eunice.
She spends her free time in the asylum's common room, dancing obliviously to the phonograph's monotonous spinning of "Dominique". Usually indifferent to all but the music, she becomes fearfully focused on Sister Mary Eunice, identifying her as "Satan". She is then seen reciting the Lord's Prayer alone, but quakes in terror when the nun visits her cell and forces her to kneel in prayer. The Mexican recites the prayer before Sister Mary Eunice grabs a pair of scissors and brutally stabs her in the neck and finally in the stomach. The nun dumped her body in the woods as an offering to Dr. Arden's mutated experiments. Grace Bertrand, Kit Walker and Lana Winters found her body in the woods before being chased back. Sister Jude mistakenly believes her to be one of the three reported escapees.
She reappears during "The Name Game" dance sequence.
- The casting notice for The Mexican called for "an extremely thin, freakish' Latina named Clara".
- Chloë Sevigny as Shelley
- Adam Levine as Leo
- Jenna Dewan Tatum as Teresa
- Mark Consuelos as Spivey
- Fredric Lehne as Frank
- Parker Croft as Devon
- Mark Englehardt as Carl
- Naomi Grossman as Pepper
- Gloria Laino as The Mexican
- Blake Sheldon as Cooper
- Sister Jude: "A sexual deviant, a Mexican and a pinhead won't get far in this storm. I hope they all drown out there."
- Arthur Arden (To Shelley): "You were a very naughty girl last night. You tried to fly away, so I had to clip your wings."
- Arthur Arden about Sister Mary Eunice: "I admired her purity. Her innocence. I never had any, even as a boy. Now it's gone. It's been taken from her."
- Joseph Fiennes (Timothy Howard) is credited, but does not appear.
- Coincidentally, this episode was broadcast around the time of Hurricane Sandy.
- Was Sr. Jude experiencing delirium tremens or did she really see an alien?
- Is Sr. Mary Eunice possessed or just crazy?
- Was Wendy killed by Bloody Face?
- Will Leo ever die?
- Dominique by Soeur Marie (as always)