Shawn tells the police his theory and suggests they keep Mary close and let him incriminate himself. So when Mary shows up with a new note from Yin that was left on his doorstep, they agree to follow the Hitchcockian clues to a fountain in a park. Shawn and Gus say they will meet them there, then take a detour to Mary's house where they find proof he was in the theater and a closet full of Yang information. At the park, Lassiter, Juliet and Mary climb the stairs to the fountain but Mary lags behind. Juliet realizes they are looking for a bus just as Lassiter notices Mary is gone. They see a figure in a fedora tip his hat to them and get on the bus. Lassiter puts in a call to stop the bus. Back at Mary's place, Shawn finds a notebook that seems to have rough drafts of Yin's next clue. Lassiter and Juliet get back to their car and find Mary waiting. He says he tried to catch the bus but couldn't. Lassiter gets a call that the cops missed the bus as well. Later, he, Juliet, Shawn and Gus stake out the location referenced in the rough draft and watch as Mary arrives. Lassiter and Juliet circle the building as Shawn and Gus enter into a sound studio to find surveillance monitors of a staircase. They see Mary enter the frame and climb the stairs, just like Martin Balsam in Psycho. Shawn realizes too late they have it wrong and watch helplessly as Mary is fatally stabbed. They rush to Mary who says the rough drafts were really recreations, and he came there alone in an effort to be heroic. Shawn and Gus look up to see Yin standing in the shadows as Mary dies in their arms.
Shawn and Gus go back to Yang, who tells them to look in her book. Shawn holds the book up to the light and sees a stick figure of a girl with a note, "For Shawn." Shawn gets a call from Vick, who tells them Yin sent another clue. At the police station, Vick tells them Yin has cast them all as Hitchcock characters and given them locations where they are to play their parts, including Henry. That night, as they are all participating in their Hitchcock reenactments, Yin kidnaps Juliet. Back at the police station, Shawn blames himself. He's always been a target of Yang and now Yin. Lassiter asks if Shawn knows where his friends and family are. Henry and Madeleine are accounted for but Abigail was supposed to be arriving from Uganda that day. McNab arrives at the airport to pick her up, but is knocked out by Yin, who kidnaps Abigail, too. Yin calls Shawn and tells them he must choose between the women. He can't save them both.
Yin has Juliet tied up and dangling from a clock tower as he forces her to call Shawn with a clue. The cops figure out where she is as Shawn realizes the picture in the book is a clue to Abigail's location. Gus, Lassiter and Vick rush to save Juliet as Shawn and Henry go after Abigail. Shawn arrives at the pier to find Yin still there. Yin is surprised to see him, but Shawn realizes in order to save Abigail, he must let Yin go. He saves Abigail, and Gus and the cops are able to get to Juliet in tame as well. Abigail tells Shawn his life is too crazy for her and he understands. The last thing we see is Yin from the back, take off his mask and place it next to a picture of a young pudgy girl we recognize to be Yang, standing next to a young Shawn Spencer.