Missing (2003)

Season 3: Episode 8

A convict about to go to trial for murder kills two police officers and escapes. He then steals a woman's car and kidnaps her. Jess, Nicole, Antonio, and Janey are assigned to the case and Jess and Nicole barely make it out alive of a burning building they enter to rescue the kidnapping victim. However, once the woman is found, the mystery has just begun. Nicole urges Jess to get to know Janey better and the three women urge Antonio to keep his job. In a jaw-dropping ending, somebody doesn't make it out alive of a drugstore shootout.