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; 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; Merry and Amanda make a chilling discovery; 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; Merry's search draws her ever closer to Very Bad Santa.

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

Sax and Happy embark on 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.