Missing (2003)

Season 2: Episode 15

After arresting a dangerous man on the run, Jess and Nicole find a man shot in the head hanging on to life in the trunk of the car he was trying to steal. The man has amnesia and doesn't remember anything. The bullet leads the team to believe that he's connected in some way to the disappearance of a young heiress and they must decide if "John Doe" is innocent or guilty while trying to figure out his identity and the circumstances of his near-death.