Milwaukee is said to be one of the most racially divided and impoverished cities in the US. With spiraling gun crime and homicide rates, this Midwestern city encapsulates America's complex and troubled relationship with guns and the increasing disharmony between African-American communities and the police. In this episode, Louis spends time with the Milwaukee Police Department as they patrol District 5, home to some of the nation's deadliest streets, with a homicide rate over twelve times the national average, and follows the homicide division as they investigate one of the city's many killings. He also embeds with a family who have recently lost a loved one to gun crime, and he meets a local social activist, once a criminal and gang leader herself, who has turned her life around and is coming up with her own solution to the blight of gun crime. On the streets of Milwaukee, Louis discovers a community who is often misunderstood by, and mistrustful of, the police. Arriving at a time of heightened tension between the police and the African-American community due to a recent police shooting, Louis hears from both sides of the debate and uncovers hope in a desperate city.

Houston, the fourth largest city in the US, is widely considered to be the number one hub for human trafficking in North America. The US Department of Justice estimates that at least one in five of all the country's victims are trafficked through the city, and most of these people will be forced to work in the sex industry. In Dark States - Trafficking Sex, Louis spends time with American women working in the city's illegal sex industry and explores the often complex dynamic between prostitute and pimp. He discovers a subculture that plays by rules that are morally challenging to most people and seeks to understand what stops these women breaking free. Louis also embeds with law enforcement on undercover operations and meets Vice Division officers tasked with persuading the working women to speak out against their pimps.

America's love affair with prescription painkillers has led to widespread dependency on opiates. But following a crackdown on their over-prescription, where does this leave the two million Americans who have developed a habit for these high-strength painkillers? With the pills now becoming increasingly expensive and scarce on the black market, vast numbers of Americans have turned to the cheaper and stronger opiate: heroin. The drug now claims more lives in the US than either car accidents or gun crime. And, for the first time in over two decades, life expectancy in the US is declining - largely attributed to the rise in fatal heroin overdoses. In Huntington, West Virginia, Louis Theroux embeds himself in an Appalachian community that is being devastated and stretched to its limits by widespread heroin use. With one in ten babies in the city born dependent on opiates and a fatal overdose rate 13 times the national average, this is the epicentre of the most deadly drug epidemic in US history. Louis spends time with the user community caught in the vice-like grip of drug misuse and follows the emergency services struggling to cope with multiple overdoses each day.