The episode centers on Nucky celebrating his birthday while dealing with several simultaneous crises and Jimmy getting settled into his new home of Chicago as he begins to learn the ropes of being a gangster.

Torrio, displeased with Capone's rough treatment of bar owners who refuse to buy his alcohol, requests that he and Jimmy negotiate with Chicago's Irish mob for a larger share of their territory so as to prevent further bloodshed.

Back in Atlantic City, as Nucky plans his "surprise" birthday party, he worries that Chalky might refuse to deliver the black voters his machine depends on if the lynching of his driver is not resolved.

When Nucky's beautiful but airheaded mistress Lucy shows up in a risqué costume, he can't help but watch Margaret as she quietly leaves.

IGN gave the episode their highest rating up to that point with an 8.5 and said "It's amazing that the writers found a way to commit so much good storytelling into one hour of television."

They also said ""Anastasia", Boardwalk's fourth episode, is so far its best, turning its criminals into sympathetic characters despite their vices and secrets, and doing so without resorting to forced or saccharine ways.