An irritated man named Albert Stillman wanders out onto a roadway, swiping at imaginary things and saying "get them off me". Eventually he is hit by a car and killed.
The BAU is sent in to determine whether his death was by misadventure, suicide or homicide.
It turns out that Stillman is an investigative reporter who disappeared three days prior to this death, while on his way to talk with a source about a story he was doing about vaccinations. When his body is examined, the medical examiner discovers severe self-inflicted scratch marks on his body.
Additionally, the BAU learns that he had been hooked on prescription meds, and suspect he had gotten into heroin.
Prior to his disappearance, Stillman had received a phone call from a burner phone.
The BAU investigates the activity of the burner phone, and discovers that another call had been made from it, this time to a research scientist named Dr. William Suri. Suri's specialty is entomology - the study of insects.
Shortly after the call, he is abducted, which leads the BAU to conclude they have a serial murderer on their hands.
The Unsub believes he has cockroaches running around in his arm. He tries to convince Suri of this, but Suri tells him he's mentally ill, and that there are no insects there.
The Unsub places Suri in a container and dumps pails of cockroaches in with him, to help him understand how the Unsub feels. Unable to elicit the response he was after, the Unsub shoots him dead, and then later dumps the body into a garbage dumpster.
The BAU determines that the Unsub is suffering from delusional parasitosis - a condition in which victims believe they are infested with bugs. They believe the Unsub thinkgs that his infestation is part of a governmental plot to keep him sick, and that he has sought out help for his condition.
The Unsub shows up at a support group for Morgellons Disease, and meets up with a like-minded woman by the name of Jane Posner. They go back to his place so that they can show each other the effects of their imaginary disease. He cuts her and takes a blood sample so that he can look at it on the slide. He confirms her belief that her skin condition is real. They have sex.
Knowing that the Unsub has sought help from various places, they search out support groups for people with similar mental issues, and stumble upon the Morgellons Disease support group that the Unsub attends. Morgan and JJ make an initial approach to Lisa Randall, the group's leader, but are unsuccessful: she is hostile and believes the FBI is part of a conspiracy against people like her.
After discovering that she has a habit of purchasing diaper rash cream, they call her in for more questioning. Hotch profiles her and helps her realize that her penchant for using diaper rash cream to stop her itching stems from the fact that she lost her premature born baby. He then gets her to admit that she distrusts one member of her support group - the Unsub, now identified as Leo Jenkins.
She tells Hotch that she went to pick up a group member, Jane Posner, and that she had heard voices and was convinced Leo was with her.
The team barges into Posner's place but Leo is gone. Posner is hostile and refuses to cooperate with them.
A scientist at Leo's former workplace - the CDC - explains what happened. Leo had suffered a major case of shingles on his arm. A colleague had administered an anti-viral vaccine that had produced the nasty side effect of deadening the nerves in his arm. He explained that Leo's brain had continued to send out signals to the dead nerves, trying to elicit a response. (This is similar to "phantom limb syndrome" - in which amputees can still feel their missing limbs.) Leo interpreted this sensation as bugs, and had accused the doctor of putting cockroach larvae into the vaccination, thereby making his arm itch all the time. He believed there was a conspiracy to kill him.
Meanwhile, suspecting that Lisa is now working with the FBI, he kidnaps her and takes her back to his place. After verifying her fear of spiders, he puts some on her, while attempting to convince her to tell him who she's working for.
The BAU breaks into his place, but Leo pulls a gun, threatening to shoot Lisa.
Rossi uses something called "mirror box therapy" on him and successfully convinces him he's cured him of his itching and parasites. When Leo asks him how he did that, Rossi overpowers him, removes his gun and arrests him.
Now that she understands the source of her itching, Lisa feels better and gets rid of her ointments.
JJ drives Jane home and unsuccessfully tries to convince her that Leo can now be helped, and that he needs her. Jane is convinced that the whole thing was an FBI conspiracy against them all.