In episode 3, Stephen follows the path of the Mississippi River which takes him into the Midwest. Before leaving the south, however, he celebrates Mardi Gras in the French Quarter of New Orleans and tours areas still scarred by Hurricane Katrina. Another stop in Clarksdale, Mississippi, the home of the Delta Blues, brings him to Morgan Freeman's blues club where they discuss the current situation in the Delta.
From there, Stephen heads over to St Louis, Missouri, and then the (snow-covered) corn fields of Iowa and on to Michigan, where he meets Cadillac designer John Mancunia and tours Henry Ford's village in a Model T.
More blues await when Stephen reaches Chicago and makes his way through the city's South Side accompanied by blues legend Buddy Guy. Before leaving the city, Stephen makes a guest appearance at the renowned improvisational comedy training ground, Second City Theater.
Wisconsin provides a more agrarian setting. Here, Stephen attempts to milk a sheep and churn the curds with artisanal cheesemaker Brendan Jenson. Following the now frozen Mississippi River north to Minneapolis brings him in contact with a very unlikely settlement of Hmong refugees from Vietnam. Ice fishing is a traditional past time in Minnesota and Stephen participates, catching his first fish in 40 years.
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