The episode starts off with Jay wandering around a flea market, looking to buy some new clothes. He is absolutely horrible at being subtle, he doesn't blend in at all, and as he is paying for some jeans, the portable TV the guy in the booth is watching has a photo of Jay and Tyler. Jay looks freaked, and of course the guy notices, so Jay drops money for the jeans and leads the guy on a chase-ish through the market (they're not running or anything). Then Jay gets in his car, the guy sees him and gets on his cell phone. So their car is spotted.
Jay gets back to their hotel and tells Tyler they've got to get going. Tyler's chopping his hair and has a bottle of red hair dye. He says it's the only color they had, but Jay doesn't want to use it b/c it wouldn't make them very inconspicuous. And then he says maybe the hair color is a good idea. Oh, and also they see on TV that Bad Guy from episode 2 was found dead, and they know they left him alive, and they are, therefore, in deep shit. Next, in the car, they have NOT colored their hair. It was a little trick. They argue about where they're going next. Tyler wants to make a run for the (Canadian) border, but Jay wants to go back to New Haven so they can find proof that Will Traveler existed. Jay says he and Will stored some of their stuff before they left. Tyler wants to know how come he didn't know that, and Jay tells him they stored their stuff at Nell's, and Tyler doesn't want to see Nell. Jay says no matter what happened between Tyler and Nell, it's not as important as what they're dealing with now. Duh. Of course Jay wins the argument.
The FBI comes busting in the hotel room and the guys, of course, are gone. They see the empty hair color bottle on the counter and phone in that the suspects' appearance has changed. The FBI folks meet and discuss their next move. The Mean Boss wants to send the two smart agents (Marlow and Borjes) to go to the border and watch. Agent Marlow, though, thinks they should go to New Haven. FBI boss thinks she's crazy to think the guys would go back there, but she says at least they'll get some interviews. He lets them go but says they only have 24 hours.
During all of this (and spread out through the episode), Kim (Jay's girlfriend) is getting ready for work when she sees a news reporter broadcasting from outside her apartment. She goes out to get in a taxi and is mobbed by photographers. She gets to her job at an art gallery and is met at the door by her boss. He tells her that he's not firing her, and as soon as all this is straightened out she can come back to work, but this isn't exactly the kind of publicity they need. She gets a box of her stuff from him and goes to a coffee shop to mope, as her life really sucks right now. She goes through her work stuff and finds a disposable camera. She grins, packs up her stuff and leaves. During this scene, I noticed someone watching her from outside, but they didn't make a big deal of it. So she goes to a photo shop and stands outside watching the developed pictures drop in to the basket, and there is at least one with Will Traveler and the boys (again, she is being watched). She is quite pleased, of course, because now she can prove Will exists, Jay will be exonerated, and she will save the World. She pays for the photos and puts them in her purse. As she leaves the store, a guy bumps into her on the street and apologizes. She's too happy about the photo to care, though. She gets to the FBI and tells Mean Boss that she has a photo of Will Traveler, and of course it's not in her purse when she searches through it. Duh, pick pocket. She is sad, realizes that Mean Boss Guy doesn't believe her and leaves. Later, frustrated, she assaults a New York Post photographer that's going through her garbage.
Jay and Tyler are going through boxes in a basement (Nell's basement, we presume, correctly). They realize even though the boxes were stored there only 3 days ago, someone has beaten them there. Will's stuff has been made to look like it's Tyler's and also the boxes now include things like the blueprints to the now-exploded museum, casualty estimates, and other bad stuff. They are so totally set up. Nell appears, and she and Tyler make ex-boyfriend/ex-girlfriend faces at each other. They decide to burn the stuff, and Jay goes to light the grill. Nell and Tyler bicker a little and then make out. This reminds Tyler of a time they were making out in the library and he saw Will go into a study carrel. It was odd b/c engineering students don't normally have carrels in that part of the library or something. Nell gets a phone call that the FBI is interviewing Jay and Tyler's friends, and they leave, telling Nell just to ask for a lawyer to delay the FBI and then to tell the truth. The FBI shows up pretty quickly afterwards, she asks for a lawyer, but they notice the giant fire burning in her grill, and call in to other FBIs that the boys are in town.
The guys walk into the Yale Library (gaining access using Nell's student ID) and they look so obviously suspicious. They really need to learn how to be subtle. Anyway, of course some guy at the counter notices them and presumably notifies the authorities. They find Will's study carrel, but it doesn't have anything in it, all the carrels are empty, the semester is over. Then, very luckily, Tyler notices a footprint on the desk, so they climb up and look in the ceiling, where they find a huge wad of money, a GIANT gun, and a train schedule. They figure Will left it there to come get if he was able to survive the bombing. Just then the FBI arrives and the guys put the gun on the ground and run. They get chased to some back room, but Jay pulls back the book shelf and there's a secret door there. What? Exactly. Anyway, it goes into steam pipes or something, and Jay tells Tyler he used to break into the library after hours. To study. Geek. Anyway, they're off again, to get on the train to Maine, b/c of the schedule Will left behind.
The pick pocket hands over Kim's photos to the Super Bad Guy (played by Neal McDonough) from the end of the last episode. Super Bad Guy comments that "Will Traveler left us quite a mess. You know what to do?" Pick pocket nods and walks away. Later Super Bad guy is talking to someone else and they note that the "entire collection" was destroyed in the bombing. Are you sure, everything? Yes, everything.
So we see some guy you can tell is bad cause he's very slick looking. Someone comes in and slides a painting across the table. It is the painting of the signing of the Constitution. Or maybe the Declaration of Independence, you know the one with all the white haired guys standing around wanting to sign something. Anyway, the bad guy says that the painting was destroyed in the bombing, and he can't "move it." So he's a stolen property seller guy, I guess. And then the person who brought the painting says he just wants to know what he has. And we see who it is, and it's..... Will Traveler. Not dead and burned to a crisp at all.