In last week's episode 3, we saw Detective  Lewis Michener (Nathan Lane) was going on his long-overdue holiday, leaving Detective Tiago Vega (Daniel Zovatto) holding the bag (of evidence), so to speak, for the James Hazlett murder. In this week's episode 4, we see exactly why Michener was letting his badge rest for a bit. His friend's death at the hands of the Nazi has driven our mild-mannered cop to some extreme acts of violence -- like beating up a young college nerd about his ties to the Nazis since he seems to be working on some special explosives for them. 

Now, he has decided to fight fire with fire by going to meet an old fashioned gangster, Benny Berman (Brad Garrett), who has hitmen who can do the sort of illegal things a cop can't -- like open fire on a bunch of Nazis. Tiago, who looked crushed while going through the evidence in the briefcase Michener left him, takes matters into his own hands in this episode.

He scours through Sister Molly's (Kerry Bishé) beach house, bought by Hazlett using church funds that lead to some "disquieting revelations", according to the official synopsis. He later also angrily confronts Sister Molly about this, but she trembles and tells him she "cannot be" what he wants her to be.

However, Sister Molly could be what Josefina Vega (Jessica Garza) needs. After a harrowing encounter with the police, Josefina turns to spirituality at Sister Molly's Temple. This will further enmesh the fate of the Vega family with Sister Molly, not to mention her mother, who is already made her disapproval of Tiago pretty clear. Whether she uses Josefina as leverage is yet to be seen.

Mateo, on the other hand, has a very different reaction to police brutality. Fired up by Magda's (Natalie Dormer) words as Rio the Pachuco, he seeks retribution when he is roughed up by the cops. Fly Rico (Sebastian Chacon) might be reluctant to fight, but with Rio and Mateo pushing him, how long will he stay neutral?  

Meanwhile, Magda is facing all kinds of opposition both in Councilman Townsend's office and in Peter Craft's home. Last week, we saw Councilwoman Beck issue Townsend a challenge, wowing to root out his fascist excesses from the city council. In Beck's first assault on everything Townsend stands for, she goes after his pet project, the motorway. She proposes an alternate route for the Arroyo-Seco road that won't have to uproot families to facilitate the city's development.

But Townsend, who craves the media attention the clash stirs up, boosting his chances at the mayor's seat, is infuriated. It will be up to Magda posing as Alex to figure out what to do because while Townsend might be a great puppet, a thinker he is not. 

At Peter Craft's house party, Magda as Elsa turns up with her creepy pseudo-son, Frank, charming the German guests. Craft's wife, Linda, smells a rat and tries to warn Elsa about her husband, hoping to scare off a potential threat to her marriage. Little does she know, it is her husband who needs the warning. Magda also starts influencing Craft's sons with the help of Frank, who turns up the horror quotient of their bedtime. Magda is making no one is safe, even in their own homes. 

'Penny Dreadful: City of Angels' airs on Sundays at 10 pm ET, on Showtime.