S4·E22 Into The Fire

Eric calls Chris in the middle of the night, desperately needing his help. When Chris arrives, he sees Eric get shot to death, and chases after the killers as they drive away--but when he returns to the spot where Eric was shot, the body is gone. The next morning, Special Agent Pete Santos of the BATF shows up in the captain's office, and tells Chris and Rita that Eric was selling arms to a cartel run by Lena Correll; he also says that Eric was working with Johnny Almendarez--the man Chris witnessed shooting Eric. While Rita is too emotional to think straight enough to be effective, she still wants to actively pursue Eric's killer, and so she tags along with Chris. Meanwhile, Rita thinks she may be pregnant with Eric's baby.