2. Out of the Frying Pan

Complete story — includes the ending

Neal meets his new handler David Siegel ( Warren Kole ), a young star agent. The FBI have arrested the proprietor of a website for stolen goods, and they plan to arrest his contacts while a very pregnant Diana works hard to make the website appear to continue operating. Neal and Siegel are sent to the warehouse of an art dealer involved with the website, who turns out to be Mozzie. He escapes, but Siegel sees him; though Neal is able to keep Peter from learning that the dealer is Mozzie, Siegel uncovers the "Teddy" identity behind Mozzie's vast holdings. This is actually what Mozzie believes to be his true identity, that of a baby who disappeared shortly before Mozzie was found. Mozzie returns to the warehouse, sets fire to it, and vanishes into a hideout beneath it. The FBI believe Teddy is dead, but Diana is not fooled, goes to the warehouse, and finds the hideout. She tries to arrest Mozzie but suddenly goes into labor. Mozzie delivers the baby, whom she names "Theo", and she so far keeps his secret. Neal breaks into the FBI evidence room and destroys evidence against Hagan, which will give him a chance in his retrial.