As the SSR investigates the implosion of the Roxxon factory, Agent Carter does her best to stay two steps ahead of them while juggling her new role as a double agent and looking for an affordable apartment in New York. Carter continues her own investigation, infiltrating a milk factory that the nitramene was loaded into. Chief Dooley (Shea Whigham) and Agent Thompson (Chad Michael Murray) grasp at any clue they can find, leading them to Roxxon CEO, Hugh Jones (Ray Wise). With some assistance from Agent Carter, the SSR manage to find the Roxxon employee who was assisting in creating the nitramene.
Agent Carter and the SSR aren't the only ones searching for the chemical bombs, as the Leviathan agent Sasha Demidov (James Landry Hebert) searches through New York's criminal underworld for Leet Brannis (James Frain), the rogue Leviathan broker.
Eventually, all three investigations lead to a corrupted milk truck driver, Mr. Sheldon McFee (Devin Ratray). Jarvis and Carter manage to catch up with McFee first, and also Leet Brannis, who is willing (more or less) to work with Agent Carter and the SSR if given protection from Leviathan.
Peggy Carter's character is put under the microscope as the heroin is fleshed out. Her motivations and history are apparent from the start, but "Bridge and Tunnel" delves into her emotional traits. As strong a character as she is, this also presents a flaw. She tries to carry the world on her shoulders, pushing aside the enthusiastic help of friends like Angie Martinelli and partners like Edwin Jarvis. Her reasoning behind this distance she puts between herself and the world she tries to protect stems from the guilt she feels at the loss of her former roommate, Colleen O'Brien (Ashley Hinshaw), and maybe even blaming herself for the death of Capt. America.
While the episode explores these emotions, the tone is kept upbeat with the inclusion and juxtaposition of the popular radio show, "The Captain America Adventure Program." The radio series tells the obviously true stories of Captain America's battles against the Nazis, with his Howling Commandos, and beautiful triage nurse Betty Carver, at his side. This adds a humorous element to the episode, while also showing the limited perspective of everyday Americans of the super heroic events of Captain America.