Shade answers the riddle of the Dealey Plaza Sphinx, but does he learn the identity of JFK's assassin after the President's infamous assassination is stopped?
It's November 22, 1963 all over again...JFK is driven through Dealey Plaza, seconds away from being assassinated, only in this world, things turn out a little differently. Seconds before the killing shot is fired, Duane Trilby bursts onto the scene next to President Kennedy's car and pulls him out of harm's way stopping Jack from being slaughtered on that memorable day. In gratitude the President orders a plane to Washington, taking Trilby with him. That's when Duane breaks the news that he's from the future and he explains how things happened differently in his world, about the conspiracy. Then he talks about his daughter, Mary-Ann, taken from him at the age of seven...he is weary and goes to bed alone. JFK goes to his own bed to be with Jacqueline when suddenly his body begins to change and he begins to shout, then everything explodes, Duane's Mad World undone. JFK revealed to be Shade and Jacqueline becomes Kathy.
From the destruction of that world reemerges the true world, if it can be called that, where the Kennedy Sphinx continues to terrorize the people. Kathy is horrified at what they just experienced but Shade does his best to assure her that they are back to being themselves since he's almost positive that they are themselves. Their conversation is cut short however when the Sphinx devours Kathy in a single bite. Shade runs to Duane whose insanity continues to escalate, when Shade realizes he won't be able to confront him, he decides to become a part of Duane's world and changes his own form, becoming Duane's daughter Mary-Ann. Duane tells her that the only way they can destroy the Sphinx is by solving its riddle, so she tells him that she will show him the answer.
Inside the Sphinx, Kathy finds herself within some strange void-like world, she sees something in the distance but when she goes to investigate she finds what remains from a cop who was probably chewed on the way in. Then the surroundings shift and she and the dead cop are on a conveyor belt dotted with Kennedy busts that are possibly six feet in height. Across from the conveyor belt, the familiar click of guns are followed by countless blasts. Kathy is on the wrong side of a shooting gallery. She takes a leap of faith, literally, and jumps off the conveyor belt into the endless blue. She comes to land on a grassy hill next to the bed of a sleeping girl, Mary-Ann.
At that moment Shade (in the form of Mary-Ann) has taken Duane into the past and shows him snipers on the grassy knoll, Duane feels triumphant that the mob hired the killer when Mary-Ann tells her that this is only the most likely scenario but there are many killers, many pasts.
Meanwhile, back in the closest thing to reality, Mr. Stringer and Mr. Conner are in a helicopter flying over Dallas and as they observe the Kennedy Sphinx in astonishment, a giant form of the American Scream fills the entire horizon, and then it's gone, Conner tries to explain it logically as a hologram or something but Stringer says that what it is, is "a new frame of reality".
Shade continues to show Duane dozens of different scenarios, all of the possibilities for who killed JFK, some obvious, others ludicrous, but eventually Duane has had enough, doesn't want to see anymore. Instead he asks Mary-Ann (Shade) to tell him what she meant when she said earlier that in all these scenarios there was the same driving force behind it all. She tells him it has to do with "The God-King", America elected JFK as it's God-King and then killed him to preserve his divinity. Whoever killed him, they were only acting through the preservation of America. Suddenly things revert back to normal, they are out of the world of JFK's killers and back in Dallas where Kathy too has returned somehow.
But before Duane can ease himself back into the situation at hand, he becomes outraged when he realizes Mary-Ann is not Mary-Ann, but Shade. He demands he give her back, Shade says no, and Duane kills him. Then in an outburst he gets rid of the Sphinx, answering its riddle by saying, "America killed JFK." Then Kathy confronts him, telling him how his daughter died because of heart failure, that's life, but that he should think about her as an individual rather then pitying himself over how he lost her. In her anger she throws the doll at him that she had received from Mary-Ann and to her surprise and his, it goes right through his chest leaving a hole and he falls to the pavement, dead.
Shade is now standing in his place, back in the form of Troy Grenzer, and he explains how he swapped with Duane knowing that he would try and kill Shade, but that when he became Duane he didn't realize who he was similar to the situation when he was JFK and Kathy was Jacqueline. Suddenly, he begins to slip away, saying that his prolonged exposure to the Madness seems to be pulling him in and Kathy is left with a two-dimensional colorful form of a man as Stringer comes to arrest her...