Michael takes George Michael to start a new life in Phoenix. When he finds out that the full impact of his departure might have been lost on his family, he returns to inform them that he is leaving. G.O.B. and Lindsay speculate that Michael needs them more than they need him. Michael is frustrated that no one is taking his "I'm out of here" seriously, because he is out of there seriously. George Michael says they are leaving for Phoenix, but Michael tells him not to let them know.
On the road once again, and confident that the family knows that they're gone, Michael decides to let George Michael sit on his lap and steer. They get pulled over by the police, who inform them that George Sr. has been arrested. Knowing that if he went back he'd only say something hurtful, Michael decides to return a second time.
Once at the police station they find out from Barry Zuckerkorn that the police actually have George Sr.'s twin brother, Oscar. Michael informs Barry that they are leaving for Phoenix, but Barry tells Michael that he can't leave the state unless he comes up with bail. He really wishes that he hadn't had said that.
Michael, in search of the company checkbook, goes to the company, where he is surprised to find that G.O.B. seems to have things under control. Michael learns that his mother has the checkbook, so he leaves for her apartment, hoping that Buster has already killed her. With Michael gone, G.O.B. is making holes in the walls of the company when he discovers a briefcase containing a contract between George Bluth and Saddam Hussein.
Lindsay and Tobias discuss opening up their marriage to new partners, and Lindsay makes what she thinks is a date. Tobias, depressed about his wife's success in their newly open relationship, spots a flyer for what he thinks is a support group. Lindsay shows up for what she thinks will be a sexual adventure with a realtor, but it is actually an open house. Tobias goes to what he thinks is a support group and instead finds a team of bald men painted blue.
Lucille sees a news piece about the developer of some of Saddam Hussein's palaces. She informs G.O.B., who had been contemplating his new found documents for a full seven minutes, that she is on her way to the company. On the way she is assailed by a documentary filmmaker (an obvious parody of Michael Moore), who inquires about the family's Iraq link and pointedly asks if she'd ever enlist her son or daughter in the Army. She immediately signs Buster up for duty.
Michael realizes that he's out of options, and, knowing that his father has a penchant for hiding valuable things in walls, considered one last desperate gambit: breaking open the walls of the model house. He discovers Tobias, painted blue for his audition with the Blue Man Group. Michael realizes that he's been too proud and tells Tobias that he was bothered by the fact that his family did so well without him and that he has to ask them for help.
Hoping to be seen, Tobias leaves for the theatre. Unfortunately, it's dusk and Tobias couldn't be seen, leading to him getting hit by a car. At the hospital for the second time in two days, the family pours out their troubles and begs Michael for help. Dr. Fishman (aka Dr. "Wordsmith") informs that it looks like Tobias is dead because he's got blue paint on him or something. Oscar excuses himself from the family and is attacked by the police, before Michael tells them that Oscar isn't the one they're looking for. Oscar leaves as Michael explains to the family that the police want him for George Sr.'s crimes. G.O.B. reveals that he has evidence of their father's activities with Saddam Hussein, but can't seem to find it. George Michael says that Oscar has the briefcase just as Oscar shows up - wearing different clothes. At this point Annyong tells the family that somebody took his wig.
The family realizes that George Sr. must have taken the wig and disguised himself as Oscar to get the evidence and leave the country. G.O.B. puts his hand on Michael's shoulder and comforts him, saying, "You've made a huge mistake."
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