A review of tonight's "Boardwalk Empire" coming up just as soon as I fluff your pillow...

"I'm not God, Gillian." -Nucky
"Now you tell me." -Gillian

At the end of "Broadway Limited," Nucky Thompson enters the Ritz-Carlton lobby after a storm, and as he enters the elevator to go up to his palatial suite, he sees a trail of muddy footprints he left in the lobby.

The symbolism isn't hard to figure out: Nucky's recent activities are tracking dirt into his clean-looking life. The trickier question, though, is why. Why is Nucky willing to put himself out on a limb for Jimmy, in a way that alienates little brother and enforcer Eli? Why is Nucky so eager to help out Margaret Schroeder, when girlfriend Lucy is smart enough to recognize this threat to her domain?

Is it just, as Lucy dismissively tells Margaret, that Nucky's a soft touch for charity cases - that Jimmy and Margaret only matter to him in the abstract, like the babies in the incubators? Or is everything much, much more complicated than that?

There's a suggestion in Nucky's scene with Gillian - specifically, their discussion of the agreement they made about Jimmy - that Jimmy might really be Nucky's son. But even if biology's not involved, Nucky certainly viewed Jimmy as his heir, which made his disappointment over Jimmy's enlistment, and then his role in the heist/masscre, far deeper than if he were just another flunky. As we see in Jimmy's paranoia about the friendly photographer and his wife - who seem to know little Tommy much better than Jimmy does - bonds can be forged by time and attention as easily as by blood. Nucky has been watching over Jimmy for a long time, at least as far back as the Taft presidency. He's invested in Jimmy, and even after the betrayal with the Capone deal, he'll still protect him from Agent Van Alden (and, though he doesn't realize it, from Lucky Luciano), even if it could blow back on him later, and even if it only increases Eli's jealousy.

With Margaret, things are both more clear-cut and more complicated. Nucky has feelings for her. We can see that, Margaret can, and Lucy damn sure can. Lucy (who offers to have a baby for Nucky, knowing he wants her for other reasons) is an easy girl in some ways, complicated in others (the unpredictable tantrums), but she doesn't come with all the baggage of Mrs. Schroeder, including two kids (who don't understand that the third isn't still on its way) and a husband Nucky arranged to have thrown into the ocean.

So for now Nucky's keeping his distance on an emotional level, but bringing Margaret physically closer to him with the job in the Ritz-Carlton dress shop. That not only puts her on the premises, but gives her the appearance of an elevated station, as she now has to dress to impress the rich clientele. And it's interesting to watch Kelly Macdonald play this transition. Margaret's been through hell over these last few episodes, and yet as she studies her reflection in her fancy new clothes, there's a part of her that seems not entirely unhappy with how things have turned out.

Margaret's getting closer, while Jimmy's on the train to Chicago. Nucky's circle of trust keeps expanding and contracting, but between Van Alden, Rothstein and whoever was responsible for hanging Chalky White's driver, his new bootlegging career is bringing far more enemies than he anticipated.

Some other thoughts:

• Agent Van Alden just keeps coming, and coming, and coming. He doesn't have much manpower (having to hire bums to impersonate feds), nor jurisdiction, nor resources (having to operate out of the post office because it's the only federal building in town), but he's a man obsessed, and that has its advantages. He outmaneuvers Eli to gain control of the fat witness, then tortures Jimmy's name out of him in a darkly comic scene involving cocaine as an anesthetic, Yiddish curses and Van Alden quoting scripture at a dead Jewish man.

• After a brief cameo in the pilot and no screentime at all in the second episode, Michael Kenneth Williams is back in a big way as Chalky, who negotiates a good deal with Nucky, then furiously ups his cut in exchange for letting Eli mutilate the driver's corpse to avoid a race war. God, Williams is good as Chalky spits out the words "Fifty percent," isn't he?

• As with the early episodes of "Mad Men," this show is going to have to tread a fine line in terms of showing us the many ways society was different 90 years ago. The bit about the cocaine is amusing, as is Nucky being confused by Chalky's use of "motherfucker" or Madame Jeunet ordering Margaret to bathe at least once a week, but Terry Winter and company have to be careful that those moments don't start to call attention to themselves in a, "Yes, people really lived like this" kind of way.   

• Lucky Luciano suffered the effects of venereal disease all his life (he would claim at various points that he deliberately contracted it to avoid the draft), and his visit to the doctor reminded me very much of some of Al Swearengen's own problems in the nether regions on "Deadwood." It's not TV; it's HBO, and we'll prove it to you by inserting medical instruments into men's urethras!

• Vincent Piazza, who plays Luciano, was AJ's buddy Hernan on "The Sopranos," and we get yet another "Sopranos" alum here with Max Casella (Christopher's pal Benny Fazio) as one of the Philly wiseguys to whom Mickey Doyle owes money. As I talked about with Winter before the season, outside of Steve Buscemi himself, this seems about the threshhold of "Sopranos" notoriety the show can probably handle with its guest stars. If Furio or Hesh get involved while the show is still establishing itself, it would be distracting.

• On the train ride to Chicago (where he'll no doubt hook back up with Al Capone), Jimmy's reading Sinclair Lewis' "Free Air," which is itself the story of an East Coaster who heads west - albeit all the way to the Pacific Northwest.

• Every time I see a map of Nucky's territory or hear about a flophouse on Baltic Avenue, I briefly imagine that this whole show is actually "Monopoly: The TV Series."

What did everybody else think?

Alan Sepinwall may be reached at sepinwall@hitfix.com