The Fisher King (Part 1)

While on their separate vacations, each member of the BAU receives a clue from a psychotic killer obsessed with Arthurian legend who challenges them to save his next victim. The episode ends in a cliffhanger where Elle, exhuasted from the day's events is confronted in her home and shot by the enraged UnSub because the team broke the one precious rule of the game: no outside help allowed.