A polite business man ("Ando," from Heroes) negotiates with a middle-aged couple: the price is per unit, but if you go above 10%, you double your money. He says that the procedure doesn't hurt but some people do experience some side effects. "Trust me," he says, "You won't even miss it." The man lies down on the couch; Ando gets out his machine and feeds a syringe into the man's leg. Using an arthroscopic (?) camera, he feeds the tube up into the man's body and then extracts - something. When the counter hits 15%, the extraction stops and a tiny bit of pale liquid halfway filled a small test tube. After giving the man a sedative, Ando gives the wife a check for $150,000, packs up in a high-tech armored van and drives away with two armed guards watching over him. Their next stop is a New Orleans mansion [the one that featured in American Horror Story: Coven, I believe.] An older man meets Ando at the door, fretting, having second thoughts. But his wife is walking around the house pantsless with a vacant look on face. Those second thoughts are vanished. Ando uses a personal item of the wife's to determine a match, then uses a centrifuge to turn a vial of that pale liquid into a little pill. The wife takes the pill and immediately comes back to herself. The husband hands over his credit card - $2,700,000 - and the deal is done. Ando goes back to the armored van - which is full, floor to ceiling, with those tiny vials, and the guards drive away.
Jesse steps out of the shower and smiles at himself in the foggy mirror. It's a new day. Time to go find God. As Tulip puts together a horrifically sweet breakfast (pancakes with hot fudge, whipped cream, marshmallows and candies and syrup), Cassidy hears Dennis coughing and tries to help him get dressed. The old man shouts at him in French and storms out. As Jesse and Cassidy sit down at the kitchen table, Cassidy apologizes for being a bastard yesterday. But when he asks Jesse if Jesse has anything to say to him, the preacher is all just, "You're forgiven," which is not exactly what the vampire was hoping to hear. But they all tuck into breakfast, laughing and giving each other a hard time and discussing how best to find God.
Out in the hall, however, Viktor's daughter has brought the Saint of Killers to Dennis's apartment building. She can't remember exactly which apartment is was, however, so when the Saint starts in on the far end of the hall, she skedaddles. The Saint works his way through the apartments, firing one shot - which goes through the victim's head and all the interior walls of all the apartments - and then using his saber for the other tenants.
While Cassidy and Tulip riff off each other, Jesse hears a little thump come from the fridge. He gets up and notices a bullet hole in the back of the fridge; a yogurt cup is leaking and he fishes a burning hot bullet out. He looks up (outside, the Saint is approaching their door) and says, "Hey, guys - " Just a moment later, the Saint bursts in. Jesse, Tulip and Cassidy have all escaped out the window but the Saint notices JESS spelled out in M&Ms on the remainder of Jesse's pancakes. He knows he's found the right place.
Jesse, Tulip and Cassidy hunker down in an alley. Jesse calls the casino and confirms that Fiore is dead, shot by "a cowboy." Cassidy suggests that they run; Tulip suggests that Jesse stop using the Word so that the Saint can't track them. Jesse's all, we can't run forever and I need the Word to find God. Surely the Saint has a weakness, something that Fiore promised him to take the deal to kill the preacher. So they go to the library. In a funny, clever scene, Cassidy reads comic books, Jesse pores through history books and Tulip listens to a book on tape, whose narrator explains the Saint's backstory: with the loss of his soul, what with being such a horrible Confederate killer, even Satan is rumored to be afraid of him. They learn about the death of his family and Jesse figures that is what Fiore offered the Saint: getting out of Hell and going to Heaven to reunite with his wife and daughter. Just then, Cassidy jumps up: "Holy mother of bleedin' shite - I forgot about Dennis!" He calls Dennis to warn him not to go into the apartment but it's too late: Dennis goes into his apartment and just has enough time for one shot on his inhaler before the Saint grabs him. Jesse gets on the phone and uses the Word: "I'M HERE. DON'T HURT HIM. I'M COMING."
Jesse goes to the apartment and confronts the Saint, saying that (1) he should let Dennis go and (2) since Fiore is dead and God is missing, if the Saint kills him, the deal is off and the Saint will never get to Heaven. He says that he can get the Saint what he wants. The Saint says, you know what I need? and Jesse says yes. So the Saint says he has one hour but Tulip, Cassidy and Dennis have to stay in the apartment as hostages. Tulip is rightfully anxious about this but there doesn't seem to be any way around it. This is their one shot.
Jesse goes straight to Papa Bebe's House of Voodoo and tells the proprietor that he needs to buy a soul right now. The man dissembles but Jesse cuts through the bullshit, knowing a whole lot about the procedure of extracting and selling souls. The man is all, who are you? And Jesse, reluctantly, says, "I'm Jesse L'Angell." The man recognizes the name and is willing to help, except that the Japanese have pushed out all the local soul-sellers (except Angelville (the name of the town that gave Jesse the willies an episode or so back) which is just hanging on by a thread). As luck would have it, however, that armored car - Soul Happy Go Go is the name of the company - pulls up out front. Jesse's all, there are souls on that truck? He dashes out but can't get into the truck, which is soundproofed so he can't use the Genesis voice.
Tulip calls him to tell him to hurry because Dennis is sick (the Saint crushed his inhaler). Jesse's all, okay but how do I break into an armored truck? She walks him through it, using the resources of a handy local hardware store, but when he sets it off, it doesn't even leave a mark.
When Tulip hangs up, Cassidy walks in, sad, regretting that after all this time he never bothered to learn French. Tulip: "He's your dad or uncle, isn't he?" Cassidy: "He's my son. Hard luck, eh, havin' me for a da'." He strokes Dennis's face. Tulip gets a determined look and marches into the kitchen where the Saint is sitting. She tries to talk him into letting Dennis go and he doesn't respond at all, but when she makes the mistake of mentioning his dead family, he lunges at her, grabbing her by the throat and then tossing her across the room. She pulls herself together and goes back into the other room. Cassidy looks at her, concerned, and asks if she's all right. Tulip: "Uh. He touched me." She does not seem all right.
Meanwhile, a cop pulls up and arrests Jesse. Jesse uses the Voice to get the cop to make the armed guards open up the Soul Happy Go Go truck. A punch in the nose and some judicious use of the Word later, Jesse is sitting down with Ando, trying to find a match to the Saint's bullet as the guards drive like mad men through the streets to New Orleans towards Dennis's apartment. There isn't any, not in all the thousands of souls on the truck. They have to find a close enough match - like organ donation - or the body will reject the soul. Jesse reluctantly pulls out some of his own hair and they test it against the bullet. It's close enough. Jesse flinches and asks what is the smallest amount he can give. It's 1% - "You won't even miss it," says Ando - and that's what he does.
He just barely makes it back to the apartment in time: the Saint has Tulip on the floor and Cassidy is clinging to his saber, trying to keep him from killing her. All of the vampire's fingers get sliced off, just as Jesse bursts in with the soul pill. Cassidy tapes up his mutilated hands and Tulip takes him and Dennis to a hospital. Before she goes, however, she asks Jesse how he knows about these souls. Jesse: "Family business."
When they are gone, Jesse gives the Saint the soul-pill. The Saint's eyes brighten immediately. Jesse snarls at him, using Genesis: GET ON YOUR KNEES. The Saint crashes to the floor, shocked, and Jesse expositions that the only reason why the Word didn't work on him before is because he didn't have a soul. Now that he has a little bit of one, Jesse is in control. He also tells the Saint that there's no way a killer like him is going to Heaven. The Saint is all, okay, then send me back to Hell - but I'll take your soul with me. Jesse hadn't considered that and apparently that is not something he is willing to risk. So he Voices the Saint into the back of the abandoned Soul Happy Go Go truck and drives him out to the swamps of Angelville. With the Saint locked in the back, the preacher sends the truck down into the swamps, the killer screaming with rage as the truck sinks. I'm guessing that this is not the end of the Saint but it should hold him for a little while. Jesse turns and walks back to town when the truck has disappeared.
That evening, after Dennis is back from the hospital (and Cassidy's fingers have started to grow back), the gang settles in for some time at home. Tulip is staring blankly into space in what must be the aftermath of having the Saint's hands on her. Jesse, meanwhile, is hiding the Saint's guns and saber under the tiles of the bathroom floor. When he's done, he looks at himself in the mirror again. There's no smile this time. Guess he does actually miss that little piece of his soul after all.