The pilot introduces all the characters. Jay is a chauffeur that Banacek hires when he goes to Texas. Carly is an insurance investigator that is told to go and spy on Banacek. The missing item is a armored car loaded with 1.6 million dollars in gold. It was being driven in Texas with a police escort. The escort had a blown tire, it turns out to be from gunfire, so the armored car is alone for a while. There are no intersections in the road, but the car disappears anyway. The police try to catch up to the car and come across a barrier made with oil drums. There are tracks leading away from the road and over a cliff. The 2 armored car guards are dead over the cliff, but no trace of the car or the gold.
The story starts 2 months later. Now, usually in the series Banacek is called in by the insurance companies quickly. But in this story he pursues the case himself. If an insurance company’s investigators get nowhere for 60 days then anyone can go looking for the item and get the 10% fee. The investigator on the case, Mckinney sends Carly to spy on Banacek, she ends up sleeping with him but betraying him to look for the gold. In the pilot we learn that Banacek’s dad came over from Warsaw and went to work for the insurance company Carly works for. He was replaced by a computer after working there for 20 years, so Banacek isn’t too fond of insurance companies.
OLD POLISH PROVERB
If your socks are not in your shoes, don't look for them in heaven. (Banacek's explanation: It didn't really disappear, they just couldn't find it.)