The first leg of Shade's journey through the Mental States of America draws him into the heart of the nation's darkest mysteries as it asks the question, "Who killed JFK?"
The story opens with a splash page of the back of JFK's head after he was shot and a narrative is told of the symbolism JFK represents and how America's very self has been trickling out of it for the past three decades. But he had to be assassinated so that he could become a symbol, all the stuff he had done, with his murder he would forever remain young, a martyr, the dawn of a new age for the nation.
We then see these words are being typed out by a disorderly middle-aged man, Duane Trilby, who begins conversing with the giant portrait of John Kennedy that adorns the wall of his office. Surprisingly the picture replies saying, "Who killed me? Who killed J.F.K.?" Duane replies that the answer is complicated when suddenly the face is joined by a giant hand that emerges from the wall, grabs hold of Duane and pulls him in, telling him that he killed JFK. So Duane finds himself in a chaotic vision where he is Lee Harvey Oswald and Jack Ruby fires a round into him.
Suddenly he snaps back into "reality", but the obsession with the assassinated President does not leave him no matter how hard he tries to stop thinking about it. Now, when he asks the poster who he is, it tells him it is Duane but "without the chains of reason and consensus reality". He is the American Scream and he's come to liberate the dreams of America.
Back on a road in who knows where, Kathy drives the car with Shade in the passenger into a horizon that looks wrong, the madness they suspect. Both of them seem to be adjusting to this new journey ahead of them with Shade almost as much in the dark as Kathy, his memories slowly drifting back to himself about what his purpose was.
All he knows is he's supposed to follow the madness and stop it. But the two of them come to a screeching halt at the sign of cops when Kathy says in his current host body he's a convicted serial killer and Shade replies that with the Madness Vest he should be able to change his appearance, at least temporarily. Unfortunately for them, when the cops come up to them in the stopped car, it's the face of former President Kennedy they see and Kathy speeds off, criticizing Shade who defends himself on saying he has no idea who the guy is and it seems to have been the Madness manifesting itself.
Now once again we relive the assassination of JFK, Duane Trilby relives it, he's hit by a bullet, then he's back at his typewriter with Jackie Kennedy at his side repeating the same phrase over and over. Faces with voices begin to emerge over Duane's body and then the view shifts to the Dealey Plaza and a narrative about the mythology of the Sphinx begins, the tale of how it strangled all those who could not answer its riddle. From the tarmac bursts forth the Kennedy Sphinx with its own riddle, "Who killed John F. Kennedy?"
Shade and Kathy continuing driving, Shade trying to catch up on the assassination when suddenly the road becomes the Madness stream and brings both Shade and Kathy through the Area of Madness, pulling them towards the havoc the Kennedy sphinx is wreaking upon Dallas. When suddenly Shade is no longer Shade, Troy Grenzer has taken his place and he's got plans for Kathy...
The story shifts back to Dallas at this point and then to Mr. Stringer and Mr. Connor who are at the Regal Hotel, catching up on the events of last issue with who they think is Grenzer and Kathy George. Stringer also mentions that he's got cancer and doctors say he probably won't even last a year.
Back in the Area of Madness, Troy is attacking Kathy but when she strikes back he begins to cower and swears he's Shade, she slowly relaxes but despite his promise that it won't happen again she tells him to get out of the car (by this point they are back in the real world). When he does however, the scene they find is the Kennedy sphinx about to devour a woman and her child but Shade uses his powers to form an extended glowing arm and hand with which he snatches the two before the sphinx can harm them.
Then the sphinx comes from Kathy and Shade and grabbing her, Shade tells her he's going to try and fly, and he does, awkwardly at first but when he gets the hang of it he heads for the source of this madness, the sniper's perch. As they crash through the window they find Duane Trilby and the machinations of his diseased mind but when Shade tries to grab onto him to stop him, Duane reacts and all fades into bright light...and when Shade and Kathy get their bearings they find themselves trapped in the places of John and Jacqueline Kennedy, respectively and Shade's about to get assassinated.