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Within minutes of this episode airing, Ben Mercer showed up in Annie's apartment.
She was shocked, naturally, even more so as he explained he was a former CIA agent and went on to tell her she had to investigate the recent purchase of a painting because it was a cover for an arms dealer. Annie reacted with apprehension, but Ben emphasized that Joan and Arthur cannot be trusted. Only he can.
Annie did meet up with the woman who used to be an asset to Ben at the CIA and they pursued the art purchase. In the end, a pair of men attacked them and killed this woman (Sophie), but authorities arrived and suspected Annie of the crime. They detained her. Joan showed up at the station and really grilled Annie. She referenced Ben and made it clear Annie had to come totally clean or the agency would just leave her there.
Eventually, Annie cooperated and admitted to seeing Ben the night before. When she got home, she found a matchbook Ben had left, with an address on it. She followed it and it turned out to be the main arms dealer himself. Jai had subsequently followed Annie and helped apprehend him, but the question remains: did Ben set Annie up? Or was he trying to help her bring down this bad guy?
Back at CIA headquarters, Joan made it clear to Arthur that they couldn't use Annie as Ben bait any longer. But Annie said that was out of their hands at this point. Ben would always be watching as long as Annie was working there.