S1E9 · A Fox, a Rabbit, and a Cabbage

Complete story — includes the ending

Lester confronts Malvo, following him and his companions into the elevator and demanding that Malvo acknowledge him. Instead, Malvo kills his two friends and his new fiancee, furious that Lester made him blow his cover and cost him a large bounty. Lester strikes Malvo with his award and escapes the hotel with Linda, insisting they immediately fly home. The next day, the Las Vegas police department reviews hotel surveillance footage and calls the Bemidji police to report Lester as a witness in the murders. Molly interviews Lester at his new house, but he pleads ignorance. In Fargo, Budge and Pepper act on a new tip from Molly regarding Malvo and travel to Bemidji to meet with her, where they are impressed by the evidence she has amassed. Malvo arrives in Bemidji, where Gus briefly spots him driving by. Lester hastily arranges a vacation with Linda; the two stop by his office to retrieve their passports and cash, but Lester, fearing Malvo's presence, sends Linda into the office wearing his hooded jacket. He watches Malvo shoot Linda after mistaking her for Lester.