My favorite episode, though, has to be "Milk Run," which features a very young, very non-bald Evan Handler (Harry from Sex in the City) as one of a pair of teenagers who want to make it big with one drug deal in Colombia. Of course, they are woefully ill-equipped to handle the dark and seedy world in which Crockett and Tubbs live, and their inexperience has dire consequences.
In the end, Eddie is shot while the group - Sonny, Rico, Eddie, and Louis - is waiting for the plane that will take the teenage duo home, leaving Sonny devastated, and Louis must return to NYC without any of the money or his best friend. It's actually one of the more realistic episodes of the first season, really pushing the idea that a life in the drug trade is a literal dead end.
"Milk Run" brings out some of the best acting from Don Johnson in the whole series. His entire performance at the end of the episode is tragically convincing, and Philip Michael Thomas plays off of it so well. To be completely honest, the acting in "Milk Run" is pretty much flawless, even the bad guys and informants (one of which is a reluctant Eric Bogosian, of Law & Order: Criminal Intent fame), and that is saying something, considering this is television from the 80s.
Is it the happiest episode ever? Not at all. But it is poignant and well executed, and I highly recommend anyone, even non-Vice fans out there, to watch it at any chance they can get*.
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* Sadly, Miami Vice is no longer on Netflix, but it is available on Hulu+, so if you've got an account with them, check it out!