As Shadow walks back from Laura's funeral, the street lights go out. He sees what looks like fireflies swarming over a box in a field off the side of the road. He investigates and the box opens and attaches itself to his face, transporting him into a virtual reality.
He is seated at one end of a long room with Technical Boy at the other end. Technical Boy's Children sit on either side of Shadow, prepared to hit him if he doesn't answer Technical Boy's questions. Technical Boy blows Os of synthetic toad-skin vape smoke continuously into Shadow's face as he grills him about Wednesday. When he discovers Shadow knows nothing, he tells his Children to kill Shadow, explaining that he can delete and overwrite Shadow.
Shadow is transported back to the side of the road where the Children beat him and then lynch him from a tree. The rope breaks and he falls to the ground as the Children are massacred in front of him.
Technical Boy leaves a club and heads to his limo. The lights overhead go out and a virtual reality box is waiting for him. Technical Boy is transported to a meeting with Ziggy Stardust. Ziggy scolds Technical Boy for hanging Shadow and beating up the wrong guy. He states that Mr. World is demanding for Technical Boy to apologize to Wednesday and Shadow. Technical Boy argues that Mr. Wednesday is recruiting gods and should be stopped but Ziggy says Technical Boy is turning Wednesday into a martyr. Technical Boy claims it is delusional that an apology will make any difference. Ziggy explains that delusions create gods all on their own and that's all Wednesday needs is just enough, even just one person, to believe.
Shadow and Wednesday are locked up together in an interrogation room. The lights dim, the door opens, and Marilyn Monroe (from The Seven Year Itch) floats into the room. Wednesday tells her they don't have any business with her. Shadow begs for it to not be real as footsteps sound down the hallway. Mr. World enters and apologizes to Wednesday for not seeing him. Wednesday warns Shadow to not speak to Mr. World. Mr. World frees Shadow from his handcuffs and tells him he already knows all about him from his blood type to his nightmares. Everything about Shadow is stored and recorded in the Book of Life.
Marilyn coughs politely to remind Mr. World to stay on track. He whistles for Technical Boy. Technical Boy enters and apologizes for lynching Shadow. Mr. World slams Technical Boy onto the table and offers to let Shadow hit him and knock out his front teeth. Shadow refuses. Mr. World absolves Technical Boy for his crime against Shadow and has him sit next to Wednesday to offer his sales pitch. Technical Boy explains how the New Gods want to offer Wednesday the opportunity to evolve with them and they will help him find his own audience. Mr. World is offering a merger with the Old Gods and to upgrade Wednesday.
Marilyn clicks a remote and the walls light up with images of the ODIN guidance satellite to be launched over North Korea. Wednesday will be re-branded and 24.9 million people will know his name, giving him a lasting place in tomorrow. Wednesday slams his hand on the table and refuses, saying they offer him exile, not a merger. The New Gods simply occupy time while the Old Gods gave people meaning. Mr. World tells Wednesday to give them meaning again before he leaves with Marilyn following after.
Technical Boy stops them, asking why Mr. World is letting Wednesday go when he has him right there. Mr. World explains that Wednesday is older than Technical Boy will ever be and has wisdom and knowledge that Technical Boy does not have. He is giving Wednesday an opportunity and respect. Technical Boy says, "fuck respect." Marilyn blows a kiss to Technical Boy and knocks out his two front teeth. As the New Gods leave, Mr. World tells them he is not their enemy.
Bilquis has been reduced to homelessness and is pushing a cart along the street when she stops in front of an Ethiopian restaurant named Marib. The menus have drawings of Bilquis on the front, reminding her she was once a queen. The TV in the restaurant shows live footage of her ancient temple in Yemen being destroyed by ISIS. Later, as she is sleeping on the street, Technical Boy pulls up to offer her a new altar, giving her a cell phone. She scrolls through an online dating app, and sees a picture of herself at her most beautiful.
Bilquis once again visits the museum housing a collection of her artifacts. She ignores a phone call from "The Man" (Technical Boy). He appears behind her and scolds her for avoiding him. He is calling in the favor she owes him.
At Ostara's Easter Day celebration, Hannah Brown (Judy Garland from Easter Parade) and one of the Children dressed as Don Hewes (Fred Astaire) have arrived. Hannah reminds Ostara of their tradition of celebrating Easter together, having merged pagan beliefs into media gimmicks, like peeps and bunnies and brunch. Easter guides her outside to meet her sheep.
Wednesday spots Hannah and Easter strolling the grounds outside. Hannah asks about Wednesday and Easter admits he was trying to recruit her. The faceless Don begins to split into multiple Dons as Hannah questions Easter. The New Gods make Old Gods new again and she wants to know why Easter would listen to Wednesday. Easter replies that it is because she is feeling "misrepresented in the media." Hannah explains that the Old Gods have to evolve in order to survive in an atheist world.
Mr. Wednesday arrives as the Children circle protectively around Easter and Hannah. He argues with Hannah about the distribution methods of worship. Technical Boy takes over one of the Children and enters the conversation, warning Wednesday that he can't fight progress. Wednesday points out the New Gods wouldn't be there if he wasn't a threat. Hannah claims they are there for Easter because Wednesday doesn't matter anymore. Wednesday insists he still matters because gods make things happen to cause belief.
Mr. World takes over another one of the Children. As Mr. World speaks, storm clouds gather above. He tells Wednesday that he only matters when it comes to war and there isn't going to be a war. The New Gods have all the advanced technology while the Old Gods are left with swords and hammers. Whether they fight or not makes no difference because the Old Gods will die out either way. Wednesday responds by dedicating deaths to Ostara just as lightning strikes the circle of Children, killing them all.
Wednesday turns to Shadow and asks if he has faith. Shadow asks for a third time for Wednesday to tell him who he is. Wednesday recites some of his many names to Shadow before finally revealing himself to be Odin. He commands Ostara to show the New Gods who she really is. Easter steps forward and lifts her arms to the air, bringing a change in the wind and clearing the thunderclouds. She takes away the spring, causing life to retreat underground throughout the country as it returns to its winter state.
Mr. World tells Wednesday he has his war. Wednesday announces the believers and non-believers can have their spring back when they pray for it. He asks Shadow if he believes and Shadow answers that he believes "everything." Laura clears her throat to announce her presence and asks to speak with her husband.