Frank delivers a eulogy in this scene. It's courtesy of the episode "Officer Down."
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Henry and Danny confer in this Blue Bloods scene. They are at the funeral of a fallen officer.
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Dominic Chianse guest stars on the episode "Officer Down." He plays an old friend of Henry's.
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Blue Bloods Season 1 Episode 4 Quotes

I got my new ID. I always thought it was silly how they stamped RETIRED all over it. It may as well say rest in peace.

Henry

Frank: What happened to your war on cholesterol?
Henry: Let's just say it's a tactical retreat.