We start off exactly where season four left off: Nancy is in Esteban's office, having just showed him her sonogram photo. As he instantly admits: this changes everything. Caesar may want her dead, but she also may be carrying Esteban's son.
As a result, Esteban spares Nancy's life... for now. He sets up a doctor's appointment for her, which is quite disturbing. Faced with a Spanish-speaking obstetrician, Nancy is confused and overwhelmed. She wants to leave, but Esteban make it clear: stay and be examined by the doctor of his choice, or leave... with Caesar (i.e. be killed!). Naturally, Nancy chooses to stay.
She also chooses - or is sort of forced, really - to tell Andy about her pregnancy. Having just admitted to her that he's in love with her, Andy takes the new badly. As Doug says, his friend pretty much goes "catatonic." Soon enough, the entire household learns of the news, as Silas and Shane react with shock. It might not be possible for them to lose any more respect for their mother.
Nancy proceeds to send Shane to Oakland to stay with her sister for a bit. Silas, meanwhile, takes Doug and Andy with him on a hike to a national forest to see if they can grow weed there.
While Nancy might feel lonely, Celia feels unloved. In the episode's funniest moments, her kidnappers - daughter Quinn and her boyfriend - can't find anyone that will pay Celia's random. All our favorite characters blow off their call, leaving Quinn in a tough spot. After abusing her boyfriend one too many times, he actually kicks her out. This leaves him and Celia, who have actually bonded pretty well, alone together.
By the end of the half hour, Nancy is also alone. Her family pretty much wants nothing to do with her and she can't even enjoy a day out by herself. The season premiere closes with Nancy seeming to have fun at a mall, until she looks over and sees a familiar face following her: Caesar.