***** S04E01 Paying the Price
#####

DI Frost accidentally burns down his home while frying food, leaving him temporarily homeless. He remarks that he had struggled to leave the house after his wife's death, but its destruction has forced his hand.

Meanwhile, Pauline Venables is abducted after being lured to a remote farm under the pretense of buying a puppy for her sister Sue's birthday. Sue receives a package from a man in a blue bike helmet, with a ransom demand of œ30,000 from a group calling themselves the Taskforce. Frost and WPC Claire Toms initially suspect Pauline's boyfriend, Carl Edwards, a former inmate involved in a protection racket, and even Sue, whose husband had an affair with Pauline. However, suspicion shifts to Sue's cleaner, Linda Brook, a naive young woman who works at Bellamy's department store. After Sue demands proof of life, a taped message from Pauline reveals background sounds of a farm, tipping Frost off.

Frost confronts Linda at work, prompting her to visit the farm, but Pauline has already been moved. At the farm, Frost discovers a dead dog and evidence linking the site to the abduction. He then finds the blue helmet in the store's locker room and realises there is no Taskforce-the mastermind is Linda's controlling boyfriend, Graham McArdy. Though lacking sufficient evidence for an arrest, Frost pursues McArdy. McArdy relocates Pauline to Hammersley's Warehouse, leaving Linda to watch her. Overcome with guilt, Linda removes Pauline's blindfold and apologises. When McArdy arrives and realises Pauline can now identify him, he kills Linda in a fit of rage. He then moves Pauline to his family's abandoned home and delivers a final ransom demand of œ50,000, which Sue pays. Though McArdy retrieves the money and temporarily escapes, documents found at Linda's home reveal his location. Toms tends to a nearly-dead Pauline, while Frost, enraged, tracks down McArdy. After a breakdown, McArdy pleads for mercy and is taken into custody.

***** S04E02 Unknown Soldiers
#####

With his house unavailable, DI Frost temporarily moves into a flat above an Indian restaurant. He has a stressful day, first held at gunpoint by young drug dealer Steve Marson, and later learning that soldier John Meredith has been shot dead during a firearms exercise at a local army camp. Major Harvey, the camp's commanding officer, claims it was an accident and tries to block Frost from investigating to avoid any scandal that could hinder his promotion. However, when Captain Carlisle from the Special Investigation Branch takes over, he finds that the bullet was Russian-made, suggesting an external shooter and turning it into a murder case, giving Frost jurisdiction.

Frost discovers Meredith was in a secret relationship with fellow soldier Neil Morrison, as homosexuality is a dischargeable offense in the army. Morrison claims that Sergeant Donovan regularly blackmailed homosexual officers. This leads them to Corporal Devenish, who is found with a Russian-made handgun. Devenish confesses to selling Russian weapons to a dealer named Cavendish, who threatened him when he tried to back out. Frost deduces that Cavendish accidentally killed Meredith while aiming for Devenish and also supplied the weapon used by Marson. Frost and Carlisle part on good terms after arresting Donovan for blackmail.

Meanwhile, Frost investigates a Seriesof armed robberies targeting Denton Security vans. He learns that the business owner is selling the company and denying redundancy pay to the drivers, including older staff members Les James, Barry Hockey, and Dave Chaplin. Noticing the men are avid fishermen and finding fish scales in the van, Frost deduces that they faked the robberies to cover debts and support their families. Despite understanding their motives, Frost regrets having to prosecute them.

By the end of the week, Frost is forced to vacate his flat as the restaurant below loses customers due to the presence of a detective inspector.

***** S04E03 Fun Times for Swingers
#####

Detective Inspector Frost continues to search for temporary accommodation while working with his reserved Scottish partner, Detective Sergeant Prentice. A naked woman jumps to her death from a parking garage, and Frost finds a photograph of an unidentified man in her purse. The man in the photo is later identified as Damien Law, whose beaten body is found in his apartment. Law, a popular gigolo, has numerous women who were obsessively infatuated with him. When Joy Barton reports her husband Frankie missing, Frost connects him to the photograph and realises that Frankie was using the alias Damien while working as a gigolo to raise money for his son's spinal injury treatment.

Frost shifts his attention to Barry Curzon, an escort agency owner who had threatened Law and his associate, Harvey, for conducting side work outside his agency. Frost persuades Harvey to provide a list of Law's clients, leading him to Anne-Marie Pearce, the wife of a local philanthropist, Cyril Pearce, who is possessive and controlling. Frost becomes suspicious when he discovers Damien had documents in a secure bank box revealing irregularities in Cyril's charity accounts. Anne-Marie admits to an affair with Damien, explaining she was emotionally drawn to him due to Cyril's impotence and her dissatisfaction with her marriage. Cyril, suspecting the affair, brutally beats Anne-Marie and confesses to accidentally killing Damien during a confrontation, as Damien was blackmailing him over the charity fraud. Cyril later commits suicide by jumping from a bridge, while Frost comforts the injured Anne-Marie.

Simultaneously, Frost and Prentice investigate a
Seriesof break-ins and acts of vandalism at an exclusive cricket club, where Superintendent Mullett is a committee member. Initially, suspicion falls on Bob Bowker, a former member, but Frost discovers that Mrs. Hastings, the wife of the new club captain, is responsible. She disliked Denton and hoped the damage would prompt her husband to return with her to Oxford. To Frost's delight, he informs a dismayed Mullett that Curzon's alibi in Damien's murder was supported by several prominent club committee members, as Curzon was organising an orgy for them.

***** S04E04 The Things We Do for Love
#####

DI Frost works with his new partner, DS Frank Nash, who has recently transferred to Denton and is struggling to balance the demands of his job with his new marriage. Their main case involves the brutal stabbing of local physiotherapist Vicky Phillips in a car park. Frost is assigned to investigate and learns that Vicky had been scheduled to meet Jonathan Meyerbridge, a prominent figure in the local religious community, who had a past arrest for assault. Other suspects include Sykes, a member of Meyerbridge's religious group who runs a butcher shop near where Vicky's body was found, and Ruth, Meyerbridge's jealous wife.

When love letters between Meyerbridge and Vicky are discovered, it becomes clear that they were having an affair and frequently met for secret rendezvous in an apartment above Sykes's shop. Meyerbridge's defense is led by Edward Gull, a solicitor and influential member of the local religious community who also holds a key position on the board managing public and police affairs. Frost suspects Gull has coached the suspects to handle interrogation in a way that would exonerate Meyerbridge and even suspects Gull may have feelings for Meyerbridge himself. Forensics eventually manage to enhance the recorded call made to police alerting them to Vicky's murder. Frost and Nash identify a background sound that matches a radio often carried by the Meyerbridge family's live-in nanny, Milly Atkinson. Milly, who had a troubled past involving crime and abandonment, confesses to killing Vicky after discovering Meyerbridge intended to leave his wife for her. Milly's motive was to prevent him from destroying his family.

At the same time, Frost and Nash investigate a Series of smash-and-grab robberies in Denton's commercial district, in which the thieves manage to steal large quantities of goods and escape within minutes.

After the cases are resolved, Nash confides in Frost that he plans to leave the police force to save his marriage. Frost acknowledges Nash's talent, telling him he has the makings of a good policeman.

***** S04E05 Deep Waters
#####

Frost finally secures a private residence, although he soon ends up with reformed criminal lodgers.

Working alongside WPC Lindsey Hunter (Katrina Levon), Frost investigates an assault on Helen Tudor (Tamzin Malleson), a beautiful and sweet-natured student at Denton University, who was pushed down the stairs following a private tutoring session, and can recall someone asking her not to die there. Suspicion falls on Helen's lecherous and duplicitous tutor, Dr. Keith Michaelson (Jonathan Hyde), who uses his position to seduce his female students, but was rebuffed by Helen, and her older truck driver boyfriend, who she learns has a pregnant wife. With help from DS Clive Barnard (Matt Bardock), now based in Boxborough, Frost learns that Paula Tate, a victim who looked similar to Helen and was also an avid swimmer, drowned there 2 years earlier in an apparent suicide. Helen's fellow student, Adam Weston (Damian Lewis), is investigated as he knew Paula.

Meanwhile, Helen receives a poem describing her as a flawless mermaid. While observing Weston, Frost notices Weston's friend, Tony Jarvis (Darren Tighe), sneak into the university swimming pool and swim naked. Hunter learns Jarvis spent two weeks studying in Boxborough, and Frost confronts Jarvis's mother, who reveals she witnessed Jarvis drown his younger sister, Simone, of whom he was obsessively jealous, but hid the truth so as to not lose both children. Frost arrives just in time to prevent Jarvis from drowning Helen, while referring to her as Simone. In interrogation, Jarvis claims that he freed Simone and Paula-who he believed were beautiful mermaids-to swim forever, and accidentally caused Helen's fall down the stairs while trying to ensure that Michaelson had not "spoiled" her before he could drown her.

Frost simultaneously investigates an armed robbery at a post office which led to the death of the owner's wife, Mrs Chandani. Career criminal Rod Bainbridge (Francis Magee) and his cousin, Peter, are soon arrested, having been seen outside of the post office shortly before the crime, but they refuse to answer any questions and a lack of witnesses to the event means a frustrated Frost must release them. He vows that he will find evidence against them, even if it takes years.