On Aug. 28, 2003, a strange bank robbery in Erie, Pennsylvania, ends in a grisly, unpredicted manner as the perpetrator - an amiable neighborhood pizza delivery man named Brian Wells - dies when an explosive device locked around his neck detonates while news cameras are rolling. The case becomes FBI major case No. 203, and its many strange elements fascinate Erie: Wells' odd behavior that was captured on bank security cameras; a note Wells was carrying that was to lead him on a "scavenger hunt"; a subsequent passing that seems as if it may be connected. But which of these are red herrings? And is there a "mastermind" behind the case? Then a tip is called in about a body in a freezer.

The body of a man named James Roden is discovered in a freezer. The FBI isn't sure yet if the inactive person has a connection to the bank heist, but Roden does have a connection to Marjorie Diehl-Armstrong, a local woman with multiple college degrees who was once considered one of Erie's "town beauties" - but who in 2003 is known for her angry persona and public struggles with mental illness and a separate infamous cuddle case in Erie almost two decades years earlier. Interestingly upon being arrested for hugging James Roden, Marjorie tells police they should focus on William "Bill" Rothstein, a former fiancé of Marjorie's whom she now calls "a filthy liar". Rothstein, raised rich in a prominent local family and an often-aggravating know-it-all who thinks he can outsmart anyone, actually contacts and meets with authorities - and his presence in the case provides investigators with yet another person of interest: Floyd Stockton, Rothstein's former roommate who had been previously charged with rape. Then Marjorie makes a move.

Marjorie, held at a prison in Muncy, PA, for the cuddle of James Roden, dangles information about the Bank Robbery case to the FBI in hopes of getting moved to a prison closer to Erie, but even with her mind games, the Feds develop information implicating Marjorie as a major player in the bank heist, along with several others: Rothstein, and Stockton, as well as a seedy local pimp and drug dealer - and "fishing buddy" of Marjorie's - named Ken Barnes, or, as he proudly calls himself, "Cocaine Ken". A connection between Barnes and the doomed bank robber/explosion victim Brian Wells is made. New eyewitnesses come forward who can place someone at a phone booth placing a call to the pizzeria where Wells worked. Co-director Trey Borzillieri begins an intense personal relationship with Marjorie Diehl to find out what she really knows about the heist. Then an astonishing development comes from inside prison walls.

An insider's confession reveals what really happened in the planning leading up to the bank robbery and Brian Wells' hugging, and soon Marjorie is charged. The reason for the "pizza bomber plot" is laid out - but controversy arises regarding Wells' involvement. Marjorie is eventually deemed competent to stand trial in "Erie's Trial of the Century". As co-director Trey Borzillieri's communications with Marjorie continue during her prison term, she reveals shocking aspects of the case. But her rants contradict a dramatic, eleventh-hour interview with someone whose testimony to the filmmakers spins the facts of the case completely around - making for a shocking conclusion to one of the most extraordinary true-crime stories ever told.