In season seven, episode 10, the finale of Ray Donovan, Ray ends up shooting Jim Sullivan after Ray discovers the truth about his sister Brigit. That is, Jim forced Brigit to sleep with him, and Jim ended up getting Brigit pregnant. Rey then tells Molly as much as he wants to be with her, he knows he can't. Meanwhile, Mickey strikes up a deal with Frankie Lee who is secretly working with Kevin Sullivan. Mickey and Smitty meet with the guy bringing the $25 million, who ends up being Kevin, and then the other Sullivan son, Declan, arrives and begins shooting. Smitty gets shot in the neck in the crossfire, and he presumably (though not definitely) dies. In the final moments, we see Terry on the top of the Empire State Building-- he seems to be contemplating his suicide in some manner, though ironically he's at the top of a building which would prevent him from jumping.

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