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After recovering from his violent madness, Vincent finds himself unable to sense when Catherine is in danger. When an explosion lands Joe in the hospital, Catherine learns that she is pregnant and ends up captured by a crime syndicate led by a shadowy figure. Six months later, Vincent, Joe, and Elliot each continue searching for Catherine. D.A. John Moreno suspends Joe suspiciously, leaving Joe to continue on his own.

As Catherine's pregnancy begins its final phase, Vincent detects his child's presence, which leads him to the dying Catherine—injected with a fatal drug dose—and a skyscraper roof where the crime syndicate's leader Gabriel escapes by helicopter with Vincent's newborn son.

Vincent takes Catherine from the rooftop back to her apartment. He lays her on her bed. He stays with her until the morning just watching over her. The D.A. finally finds her body. They begin to investigate not only who killed her but also who brought her back to her apartment. Vincent begins the search for his son.

Vincent begins his quest to find his captive son and makes his first move by revealing himself to Elliot. Meanwhile, Diana is more immersed in Catherine's life and soon discovers the entrance into the Tunnel World in the basement of Catherine's apartment building. Elliot soon discovers Moreno's role in Catherine's death.

Vincent is haunted by dreams of heavily-snowing winter, and no wonder: Gabriel sends an assassin named Snow to eliminate him, leading him to lead Snow away from the "World Below" inhabitants when Snow finds the tunnels. Meanwhile, Joe has become acting district attorney in the wake of Moreno's exposure and murder and is free to continue his own investigation. Snow dies in a cave-in in the deepest tunnel.

Vincent plans to leave "The World Below" to keep its inhabitants from being targeted by Gabriel's men. Elliot befriends a street saxophonist who gives him information to help track Gabriel. Following the death of Snow, Gabriel plans to have Vincent killed and approaches Elliot with an offer to betray Vincent. Next to a boat on a dock, Elliot instead warns Vincent away.

Diana notices things in Catherine's apartment that have Vincent's name on them. She begins to realize that Vincent was her lover and probably the father of her child. She then decides to go to where Catherine is buried and wait for Vincent to do the same. One night it works. Vincent is sick and literally falls on top of Catherine's grave. Diana finds him and carries him back to her apartment where she nurses him back to health.

Diana flees from Gabriel's goons. Vincent surrenders himself to Gabriel and is locked in a cage. To torment Vincent Gabriel begins to show him footage of when he was trying to find Catherine. When he thinks that Vincent has been tortured enough he changes it to films of Vincent's son. This is the first time that Vincent has ever seen his son.

Vincent breaks free and is barely in time when he burst through the door of the nursery where Gabriel is getting ready to suffocate the baby. Vincent attacks him and would probably have killed him if Diana had not burst in and told him to stop. To keep Gabriel away from Vincent and the baby Diana is forced to shoot him. Vincent then takes the baby and goes below. He names the child Jacob after Father. During the naming ceremony Catherine is shown behind Vincent as if she is his gaurdian angel.

Rolley is shot while trying to rob a liquor store. He then returns below. Vincent destroys Gabriel's drug house. Vincent entrusts Snow's ring to Diana.

Father recieves a letter from an old flame and goes above to see her. The woman's name was Jessica. Father even considers staying above permanently. Helpers are being killed by strangers.

The son of a past cave-in victim wants revenge on Father. He tries to bury him alive.