Ethan learns that an old enemy of his is headed for Paradise looking to shoot it out. To protect the children, he sends them away on a trip, but they realize that something is wrong at home. As the gunfight nears, both Ethan (in Paradise) and the children (waiting at the train station) both reflect back to how they've become a family (via flashbacks to previous episodes). Spoiler: In the end, the children don't take the train and rush back to their uncle in Paradise. He has defeated the other gunfighter and he and the children are reunited.
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Ready to Watch Guns of Paradise, Season 3, Episode 13?