Simon reaches the United States, travelling down the Rocky Mountains from Montana to Colorado. In the wide-open prairies of Montana, the cowboy way of life is under threat from a long-term decline in the rural economy, but Simon meets a former Silicon Valley executive who has envisaged a new future for the land. In a country with the highest incarceration rate in the world, Simon's final destination on this leg is a Colorado town that depends almost entirely on 11 prisons. Simon witnesses how inmates are put to work for the state, and how virtual reality is being used to prepare prisoners for life on the outside.