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They're on the train again, going somewhere new. Jacob is lost in thought in his own car, and Kinko tries to reach out to him. Kinko sort of apologizes and even makes a peace offering of a book. Jacob turns it down, but they seem to be on better footing. Kinko says Jacob can start using his real name (Walter).
The train's next stop is Chicago. Jacob is excited to be in such a famous place for the first time. That is, until they travel through an area of slaughterhouses. Jacob can't stand it. He has to console himself by going to visit the circus animals and trying to forget about the ones being slaughtered. This has got to be rough, especially for a vet.
Jacob realizes that as long as these animals need care, he has to stick with the circus: that's what his father would have wanted.
Jacob embraces one of the chimps, Bobo, and then goes to treat a giraffe with a stuffy nose. He's not quite sure what to do for the giraffe but does his best.
Then Jacob asks one of the guys there, Otis, to hold down the fort while he runs an errand. He promises to come back. Hmm, what's he up to?
Jacob heads into town and finds a church where he can pray for a while. He feels unworthy.
As he's leaving, he sees Marlena. He desires her (to put it lightly), which makes him feel even more unworthy.
Jacob heads back to the circus and visits Rosie, but when August appears and Rosie gets upset. Man, this guy really has a way with elephants.
August apologizes to Jacob and says that he and Marlena want to treat Jacob to a meal that night. The circus isn't performing, because they're in town early.
Jacob is conflicted about going, but he does. Marlena looks amazing and August gives him something to wear.
The three take a cab into town and end up at a secret club, where they can dance and drink. (Remember, it's Prohibition, so alcohol is illegal.) Jacob is still recovering from all the alcohol he had the previous night, though.
Marlena and August dance first, and then it's Jacob's turn. While he's dancing with Marlena, he feels absolutely overwhelmed.
August is pissed.
Chaos ensues as police descend on the place – they all have to scram. Marlena and Jacob stick together as they try to get out. They make it, but they lose August. Uh oh.
Marlena is practically hysterical. Jacob kisses her (!), maybe to calm her down. The kiss is great, but then they both regret it. Marlena runs away.
Jacob walks back to the circus by himself. As he wanders, he sees how hard Chicago has been hit by the Depression.
Jacob visits Rosie, and then he heads to bed. Not before he gets lost in thought, of course: he's worried he'll get in trouble for kissing Marlena. Duh.
The next day Walter (Kinko) makes Jacob get up. They sure seem to be getting along better than they were before.
At breakfast, Walter realizes that Jacob has a thing for Marlena. He tries to warn him that it's not a good idea – August could kill him. Literally.
Jacob plays dumb, then goes to sit with the August and Marlena. He can't tell if August knows about the kiss and if he considers him a new rival. The plot thickens.