Not only did Nick solve the last clue of Amy's treasure hunt, but he's also discovered her modus operandi for the whole thing. Here's the sick, twisted thing about how Amy's chosen to celebrate their anniversary, though: All of the places the clues led to have nothing to with memories they've made together. They're actually all places where Nick cheated on Amy with Andie: Nick's office, his dad's house, Hannibal, and the woodshed.
To explain: When you're cheating on your wife with your twenty-three year old student who lives in an apartment complex with other college students and bringing her to your house is obviously not an option, you have to get a little creative.
But back to the issue at hand: What was Amy's big surprise hidden in the woodshed? Remember all that stuff Nick swears he didn't put on his credit cards? All of it, from golf clubs to expensive clothing to fancy electronics, is stashed away inside it. Simply put, if we're to believe Nick—and we're still not sure we can—Amy staged a man cave. To any outside observers, it will look like Nick was hiding his goodies until after Amy was dead.
Nick decides that desperate times call for desperate measures, so he knocks on Go's door and gets her involved—technically she's already involved though, since she's the only one (besides Amy) who knows about Andie. When Go answers the door, he takes her back to the woodshed and shows her the stash of stuff, explaining his theory that Amy is trying to frame him for murder. Although Go isn't sure what her motivation would be for faking her own death, Nick suggests that being the attention-hound she is, Amy's face being all over the television and the chance to watch his demise unfold are two irresistible benefits to the Nick Goes to Jail scheme.
Then Go points out something truly horrifying: if the man cave is meant to look like Nick put the stuff there, the actual anniversary gift must be in there somewhere, too. Nick finds an envelope attached to an enormous gift box in the back. Understandably, he's pretty freaked out—there's no way this can possibly be good.
And it isn't. The note from Amy states that she's studied Nick's behavior, knows him better than he knows himself, and can predict precisely what he's going to do in advance of his actions. She also orders him to follow his "beloved" Mississippi River "up up up," because it's basically all over for him. Yep, you read that right—Amy is sending Nick up the river.
But the weirdness doesn't stop there. In Amy's present to Nick are two wooden marionettes that look like a husband and wife, along with a tiny baby puppet that can be attached to the mother. The note inside the box reads, "The beginning of a wonderful new story, Nick! 'That's the way to do it!'"
Nick and Go immediately begin trying to figure out what's meant by the gift and the note inside. At first Nick sees it symbolically—he's Amy's puppet on a string—or perhaps as a literal gift of toys for their new baby. The presence of both a male and female, though, means that the gift must have greater significance than just this.
To get a little more specific, the Fabulous Dunne Detectives decide to zero in on the phrase "That's the way to do it." When they Google it, a song from the 1980s by the ska band Madness comes up, but the nonsensical lyrics offer no evidence, so Nick tells Go to Google the phrase along with the word marionettes.
Bingo. Go gets a hit on the identity of the puppets in question: they're Punch and Judy dolls, the main characters in an extremely violent, morbid children's puppet show. Here's the Shmoopified version of the plot: Punch is a wife beater who kills his child, then murders his wife after she confronts him about it—and "That's the way to do it" is his catchphrase every time he gets away with murder. Oh good.
What's a sadistic, R-rated puppet show got to do with Nick? Easy—Amy's using the marionettes as a metaphor for her alleged murder. According to Amy's version, Amy told him she was pregnant, but he didn't want the baby, so he killed them both. If suspicious cops on the scene—say, Boney and Gilpin—see the puppets, Nick will look like an especially sick puppy. He'll be charged with the murder that Punch got away with, and there will be no escaping it. Death Row, here Nick comes.