In November 1934, a woman named Helen left her husband’s bullet-riddled body beside an Illinois cemetery, wrapped in a blanket because he always hated being cold. The dead man was Lester Joseph Gillis, known to the press as Baby Face Nelson and to his friends simply as Jimmy. This episode traces his path from a Chicago boy who shot a playmate in the jaw at age 12, through a gas station that fronted for tire thieves, to jewel robberies, a prison escape in 1932, and a crew of his own.

What set Nelson apart was volatility. He sprayed submachine gun fire at bystanders in Brainerd, Minnesota, shot a paint salesman dead over a traffic dispute, and carried a custom fully automatic .38 pistol against agents armed with six-shot revolvers. His gang financed John Dillinger’s Crown Point escape, and the botched raid at Little Bohemia in April 1934 brought calls for J. Edgar Hoover to resign. The story ends near Barrington, Illinois, where a mortally wounded Nelson walked into gunfire and killed two more agents.

• The nickname came from the wife of Chicago Mayor Big Bill Thompson, who told the press the man who took $18,000 of her jewelry had a baby face.
• At Little Bohemia, agents opened fire on three innocent diners leaving in a Chevy coupe whose radio drowned out the warnings, killing one of them.
• Agent W. Carter Baum was shot at point-blank range by Nelson, and his weapon was later found with the safety catch still engaged.
• A punctured water pump on Nelson’s stolen Ford V8 forced the final stand on November 27, 1934, where he absorbed nine bullets and still stole the agents’ car.
• Agents Herman Hollis and Samuel Cowley both died from the Barrington firefight, and Nelson was dead that evening at age 25.