In the first episode, Allan Pinkerton, the founder of the Pinkerton Detective Agency, partners his wayward son, Will Pinkerton, with Kate Warne, the world's first female detective. The episode is set against the backdrop of the first train robbery in American history, a significant event that sets the stage for the series' historical and crime-solving themes.
Will and Kate are tasked with solving the case, but their partnership is initially fraught with tension. Will, who is portrayed as rebellious and inexperienced, must learn to work alongside the skilled and determined Kate. Together, they navigate the complexities of the investigation, which involves uncovering the truth behind the train robbery and bringing the perpetrators to justice.