Britt gets picked up by a Mexican drug cartel early in this episode and taken to south of the border. Turns out, the police never arrested his former partner, Ray, because he fled to this country and got himself in trouble by having Mexican cops swipe cocaine he was carrying for a dealer.
Now, he's ratted out Britt and both men are being held at gunpoint and asked to retrieve the drugs. Britt agrees to do so when the mean drug dealer says his man will kill Katie if he disobeys.
Meanwhile, Hank and Mark have traveled down to Mexico to rescue Britt. He and Ray are able to successfully break into the Mexican police evidence locker and extract the cocaine, which Britt is then able to deliver to the proper people - but there's a problem. The man assigned to track Katie never got the call to leave her alone because the man tasked to phone her when the drugs were safe got killed.
As a result, Britt, Hank and Mark must hurry back to the States. The latter calls some uniform officers to sit on Katie's house, but they arrive too late. A Mexican baddie is already inside and he has both Katie and her professor hostage. The latter is there because Katie forgot her cell phone in class and he brought it to her.
In the end, Hank takes a bullet making a heroic save of Katie, which obviously prompts a great deal of gratitude from her and Britt. Britt asks Mark why he ever warned him about Hank being a bad friend, considering what just went down. Mark laughs and says Hank will have to tell him that himself.