Disgraced cop and hit man Nick must partner with a flying blue winged horse, only visible to him, to rescue a missing child.

Sax crashes a high-stakes poker game to win guns and cash for an escape from New York as Happy tries to convince him he's a father. Also, ex-wife Amanda and ex-lover Merry team up to rescue Hailey.

Sax journeys through a dark past while he and Happy track his daughter. Also, Merry and Amanda make a chilling discovery and Very Bad Santa coerces information out of Hailey about her dad.

Sax and Happy follow their fortunes to Chinatown, Blue's sister shows up seeking revenge for the murder of her sons and Merry's search draws her ever closer to Very Bad Santa.

Following a destructive family reunion, Sax and Happy go their separate ways. Also, Hailey and children are introduced to a far more terrifying prison while Merry is under investigation by Internal Affairs.

Sax and Happy embark on a lonely journey in which Sax stumbles on a new plan to negotiate for his daughter's release. Happy takes solace in the welcoming arms of another Imaginary Friend.