S3·E17 His Master's Voice

When the bodies of two missing deputies turn up, it points to a serial killer who has been terrorizing the northwest. Volchek assigns the investigation to Vinnie when Stem loses control. Frank warns Vinnie he has to leave after Dan tells him there's a 40 man task force on the way to Lynchboro. As Volchek tries to eliminate possible suspects, Stem confesses to the murders, then electrocutes himself. Vinnie flashes back to Sonny killing himself, then snaps and takes off, stealing Frank's car.(source: http://www.plasticcow.com/wiseguy)