After his business partner cheats a dangerous client, financial adviser Marty must devise a radical plan to save the lives of himself and his family.
Chicago-based financial advisor Marty Byrde monologues in a voice-over about money and its influence on a man's choices, while he takes a cooler full of fish out on a lake and boats to an undisclosed location, only to show that the coolers are filled with money and hides it.
Marty finishes his speech, which is revealed to been given to a young couple that Marty is advising while watching what appears to be amateur porn on his laptop, sent to him by a man named "Bob Lily". Marty's partner, Bruce Liddell, enters and tells the couple that the company is overcrowded and cannot take them on. Marty and Bruce tour an office building and discuss each other's financial and sexual statuses, and Bruce gives him a leaflet for the Missouri "Lake of the Ozarks", suggesting they invest in a shoreline.
Marty eats dinner with his family, wife Wendy, fifteen year old Charlotte, and thirteen year old Jonah. Charlotte wants to donate ten dollars to her classmate for her psoriasis, which Marty declines, stating that she needs to learn the value of money. Marty again watches the porn video while Wendy is talking to him after dinner, the woman turning around to show that it is Wendy herself. He kisses his children good night and drives downtown to pick up a prostitute, having her perform oral sex on him—however, he is instead masturbating and imagining it.
Marty receives a call from a distressed Bruce, who tells Marty that "Del" is with him. "Del" is Camino Del Rio, a dangerous operative within the Navarro Mexican cartel, who Marty and Bruce launder money for. When Marty arrives at the warehouse Bruce asks him to meet him at, Del accuses Marty, Bruce, and the owner of the warehouse of stealing five million dollars from him. He tells them a parable about one of the cashiers in his father's grocery store getting caught stealing for her family, and asks those present what they would do to her. Everyone except Marty says that she should be let off with a warning, but Marty accuses Del of fishing for possible discrepancies and insults his character. In return, Del shoots Bruce's fiancee.
Del's men dissolve her body in a barrel of acid, while Del ties everyone else up. He kills the warehouse owner and his father, and gets Bruce to confess that he had stolen eight million from Del, but that Marty was oblivious to this. Del kills him and prepares to kill Marty, who is begging to call his children. As Del raises his gun, Marty pulls out the Ozarks leaflet, trying to convince Del that he can use it as a profitable money laundering front. Del puts his gun to Marty's head, having not made up his mind, and Marty thinks about a memory of Wendy spraying a trampoline that his kids are jumping on with water, while Marty lies underneath. Del ultimately decides to leave Marty alive, demanding five hundred million in five years, along with a payment of the eight million stolen from him.
Wendy begs Marty to go to the police, but Marty refuses, knowing the cartel will kill them regardless. He starts putting together the payment and orders Wendy to plan their movie to the Ozarks. The kids both object to the move, Marty dissolves his business to help pay off Del, and Wendy tells the man from the video Marty was watching that her family is leaving.
Marty walks with Bob Lily, who is a private investigator tracking Wendy and her affair. The man's named is Gary "Sugarwood" Silverberg, and he and Wendy meet around twice a week. As Bob and Marty discuss the difficulty of making his family disappear, Marty gets a text saying his wife has emptied their accounts. Bob gives him Silverberg's address, knowing that Wendy will be seeing him. She does, only to find Del and his bodyguard are waiting for her.
Marty storms towards Silverberg's building, just as Silverberg is thrown out of his 80th story window and lands right in front of him. Absolutely astonished, Marty gets back in his car and drives away. Del calls him from Wendy's phone and asks why Wendy has a cashier's check for their money, believing Marty was trying to skip town before paying him. He again posits the question about the cashier, and Marty says to fire her, because she had always been stealing from Del's father, and this is just the first time she was caught. Satisfied, Del leaves Wendy alive.
Seven thousand short of Del's payoff, Del offers to buy Marty's minivan and give him the twenty thousand dollars left over, ordering him to clean the eight million by the end of the summer as proof of concept for Marty's plan. As Del leaves, Marty asks him about the discrepancy in his statement that Marty owed him five million, when Bruce took eight. Del admits that Marty was right and he was fishing.
FBI agents Roy Petty and Trevor Evans remove the bugs they planted in Bruce's apartment. Petty decides to track down Marty. As the Byrdes drive along a road, Marty pulls over, saying he needs to pee. He walks out of sight and weeps for the predicament he has put his family in, before wandering out to the edge of a cliff and staring at the Lake of the Ozarks. His family joins him, and they all stare out over the water.
- The "Z" in the episode's title card is Marty on his knees, begging for his life, the "A" is the Willis Tower, a Chicago landmark, the "R" is a gun, and the "K" is Gary Silverberg falling out of the window.
- The episode's title comes from Gary Silverberg's nickname.
- This episode was directed by Jason Bateman, who plays Marty Byrde.
- In the scene between Del and Marty, in which he begs for his life, Marty's lines do not match the script.
Marty: "More shoreline... More shoreline than the whole coast of California."
Del Rio: "Excuse Me?"
Marty: "This place right here has more shoreline than the whole coast of California. And apparently, every summer. Hang on, listen to me. Every summer, the population of this place explodes. Tons of tourists. Midwesterners from all over the place. Blue-collar, white-collar, loaded with cash."