In an effort to thwart an arms trade at an upcoming tango competition, Yves and Frohike separately go undercover as tango dancers.

The Lone Gunmen team up with "Man in Black" Morris Fletcher to find Yves when she is suspected of being a member of Romeo-61, a secret government organization responsible for decades of major incidents.

Due to this being the series finale and ending on a cliffhanger, the episode's story and the series as a whole were wrapped up in the events of "Jump the Shark", episode 15 of season 9 of The X-Files.