McCloud goes undercover to trap a ring of vicious loan sharks, investigate the murder of a Navajo woman who was indebted to them, and free the innocent man who is blamed for the murder, all while stepping on the toes of the soon-to-be-retired detective assigned to the case.
In the second "Alamo" episode, Phyllis Norton, in her last appearance, takes over the station when Chief Clifford catches the flu, a thief kidnaps Broadhurst in order to swap him for the thief's brother, a drug-addicted mother kidnaps her addicted newborn daughter - and a time bomb ticks in the squad room ceiling.
A syndicate involved in the music industry has a major interest in a young singer. While they use pirating and bribery to sell more records, they lean on the singer's manager to get him to sign with their company.
When McCloud looks out a window and sees unusual smoke clouds, he tracks them to an Apache chief seeking his grandson -- the grandson has followed four armed robbers who framed his father to New York, where he kills one of them in self-defense and is murdered himself, leaving McCloud and the girlfriend of the dead thief to launch their own investigation.
An arsonist torches Chris's building, killing her nephew and a security guard. When McCloud and Chris discover the building's owner was deep in the hole and probably committed the arson for money, they launch two simultaneous undercover investigations -- one with McCloud as a builder looking for a torch, the other as the torch himself.
When three bank robbers finally get out of New Mexico prison, they high-tail it to New York -- both to get vengeance on McCloud for crippling the gang's leader and to force him to track down the bank loot -- which one of them dumped while fleeing and can't find again.