The episode opens in what looks like a mining town, with a group of filthy men in helmets heading home at the end of the day. One such man walks in and pounds drinks and snaps at his wife about his bad day and poor subordinates. When she tells him dinner isn't ready yet, he stalks off to the shower.
There's a cross on the wall; he stands before it and pounds another drink, then climbs into the shower as something odd moves around in the bathroom silently. The filth starts to wash off his body into the drain, but then the shower stops. When he looks up into it to study what's wrong, he's bathed in fire and screams.
Constantine, in Jasper's library with Chas, has funded their cross-country mission by using Chas's psychic powers to predict some lottery numbers. He uses the scrying map to determine that he's headed to the mining town, but Chas won't go with him because there's a demon with a long memory that would object.
When he arrives, he bumps into Zed almost immediately -- and literally. She's been frustrated by the constant visions she's having of Constantine and is frustrated and distracted when she heads out of her home and bumps into John in the street. He's taken with her physically, but she immediately recognizes him as the man she's been drawing. She shows him a drawing and asks who he is, but he's immediately suspicious that she's conning him somehow. He tries to leave, and she's insistent on him staying with her. He pokes the eyes out of the drawing, holds it up to the sun, and disappears on her, but she's got his card and says his name aloud.
Constantine heads to a bar, where he notes that the town's logo is a dragon and there's some irony with a man being recently burned to death with no explanation. He (seemingly jokingly) suggests a dragon as a culprit, but a man comes up to him and says that this isn't the first recent, mysterious death and that there has been a strange knocking noise down in the mine.
Constantine heads to the mine and sneaks in, distracting a security guard to do so. He hears knocking himself and goes to check on it, but there's something odd following him, disturbing the ground and casting shadows behind him. He takes a small pickaxe and uses it to knock on the wall from where he believes he's hearing the knocking; the knock he gets in response is loud, and shakes the mine; he runs.
Later, Constantine joins a community potluck at the wake at the home of the man who died in the shower. He sneaks into a family-only restricted area and starts looking around in the bathroom, pouring a concoction. He's caught poking around by the widow, who is drinking wine and says that she's been hiding out since her husband's death hit her pretty hard. He notices coal dust on her arm, and asks her what she thinks happened, and what she's heard about the "unnatural" thing in the mine.
She recounts a story about a girl who was lured by a mysterious rich man to an unexciting life in a coal town, asking whether that's the story he wants. She hits on him, and when he declines her sexual advances, she kicks him out, getting increasingly hysterical. A group of big men chase him and corner him, asking what he wants. He continues to pretend he's a reporter. Once they rough him up a bit, he tells the mine president that he knows there's something unnatural in the mine, and he can't figure out why it's come above ground to kill. The president tells him to go home before he further panics the miners.
Back at his hotel, Zed is waiting for him when he arrives; she confronts him about the fact that he's registered under a fake name, and asks who she is. The pair of them argue, and when he tries to kick her out of the room, she grabs him and has some kind of brief, psychic connection that allows her to see -- and him to feel -- his pain. He sits her down and asks her to meditate on an image for him. He creates a vision using the concoction he made in the bathroom -- apparently coal sludge -- and she sees the man die, followed by a tall, outdoor cross. She starts to panic, so Constantine brings her out of it and asks what she saw. Then he says he's going to change and they're going to investigate. He heads to the bathroom and vanishes out the window.
He heads to the church with the outdoor cross and walks up the steps. It's the boarded-up Good Shepherd Church of St. Asaph; he goes looking for a demon but finds a pair of teenagers having sex. There's a shadow-demon-looking thing scrawled on the wall, though; one of the teenagers says that it's a story about a faceless man who follows you home and peeps in your window. Constantine sends them away and uses some of his own blood in a rite to summon something. He pours the blood into a dark liquid -- coffee? Coal sludge? -- and after an incantation he pours it over his head and it's water. While he's looking through the water, he can see a shadowy, humanoid creature. It comes close to him, alarming him, and then vanishes.
At a bar, Zed goes looking for Constantine. She runs into a depressed man -- apparently the preacher, whose son died in the mine.
She heads home, where Constantine is waiting for her, sleeping on her couch. He tells her that he had to confirm her story before working with her, and asks who she is. He tells her that the things in her paintings are real -- and if she steps into his life, she'll be dealing with them. They have a bit of sexual tension, but it's broken up by a siren: there's been a mine collapse. They run to the mine, where Constantine finds a miner and asks what happened. He says he heard knocking just before it came down on them. The mine president is there, angry, and everyone else around is panicking. Zed loses Constantine, who joins the son of the mine president in his SUV to ask what's going on. He says that five years ago, his company came and revitalized the town by digging in unauthorized areas and bringing a tapped-out mine back to life. He's worried that the rumors of the knocking are true. Constantine tells him they are, and that he has to shut down the mine to stop the deaths.
The truck's doors lock and it starts filling up with a dark liquid, then bony hands poke up from it and start dragging the men under the water line. Zed sees it and breaks the door open just in time to save Constantine -- but the driver is dead.
The pair make their way through town, talking about the situation. Constantine believes that the spirit is a rogue Coblynau, which he describes as the spirit of a miner who died; he says they generally knock to alert the living miners of danger, rarely come to the surface and never kill. He believes it's connected to the rising darkness teased in the pilot. Someone is calling the demons on purpose, conjuring them from nearby.
They change clothes and head to a meeting of miners at a bar. Zed notices that Alex (the preacher) is missing and that it's likely he would be the one to conjure a spirit for revenge. He sits her in Alex's usual stool and tries to get her to home in on him for a vision. She does it, finding herself standing under a waterfall and looking around a campsite. They ask the bartender to help them find the real location. He gives Zed a broom and instructs her to hold it bristles up. He tries to aim an incantation at the preacher, who stops them cold and tells them it isn't him -- that it's management being killed, someone is making them pay. The only one left is the president, Tad Bowman.
Bowman and his other son are heading down into the mine to listen for the knocker. The movement is following them as they do, and his son starts ot get spooked. A creature comes up from the ground, jumping them.
Constantine and Zed arrive just in time to see it unfolding; he tells her to paint and heads toward the creature with mining tools, speaking kindly to the goblynau.The emblem Zed had painted glows and the spirit is reminded that it's protective, and vanishes. Bowman's dead, but his son isn't; Constantine sees handprints and recognizes them, saying the mine needs to be sealed off permanently. He sends Zed away and sets explosives. The preacher shows up and Constantine lets him be the one to set off the charge and close the mine. Constantine says hs'e going to do "the hard part," that he has to address the person who actually conjured the coblynau.
It's the first victim's wife, of course; she harnessed Gypsy magic to conjure them to do away with her abusive husband. Constantine recognized the handprint from the coal smudge on her arm earlier. She explains herself to him while a pack of coblynau stand by. He tells her that the darkness is infecting her, and asks her to send the spirits back to where they belong. SHe orders them to kill him, and they pounce.As they're attacking him, though, he summons the spirit of her husband, which drags her into the ground. The others, freed of her influence, dissolve away, leaving Constantine alone.
Inside, he starts to light up a cigarette, but stops when he finds Zed on his bed. She's drawing the scene between he and the coblynau that just happened. He tells her that he works best alone, and that everyone who puts their trust in him dies. She tells him she's been waiting for him and asks if they're going to help each other or not. He gets on the bed and kicks her off it so he can sleep. She leaves.
At Good Shepherd, Alex starts working on reopening the church. Back in his hotel, as Constantine sleeps, Zed watches from a chair in the corner.