In 1980, partner detectives Wayne Hays (Mahershala Ali) and Roland West (Stephen Dorff) as they investigate a macabre crime involving two missing children, Will and Julie Purcell.
In the episode, Hays and West continue the search for Julie, with evidence now pointing to a chicken processing plant.
The rest of the timelines involve West deciding to look more on the re-opened case while Hays examines evidence that was never reported.
According to Nielsen Media Research, the episode was seen by an estimated 1.06 million household viewers and gained a 0.3 ratings share among adults aged 18–49.
The letter that was delivered to the Purcells is revealed to have been sent from Farmington, where an organization offers money for help in solving the case.
Hays (Mahershala Ali) and West (Stephen Dorff) then question why Will and Julie often lied about their location, as they never visited Ronnie at his house.
Inspecting the kids' bedrooms, they discover notes and Hoyt Foods bags, a chicken processing plant.
Brett Woodard (Michael Greyeyes) is intercepted by some civilians, who accuse him of being involved in the disappearance and is brutally attacked, warned to leave town.
Hays and West visit Tom (Scoot McNairy) and Lucy (Mamie Gummer) at their house to show pictures of the many toys they discovered at the woods.
Hays then leafs over a family album and is startled to find a photograph of Will taken at his First Communion, with his fingers interlaced and his eyes closed, in a similar position to the way he found him at the cave.
Hays is certain that he drove outside for a reason even if he can't remember and rejects the doctor's diagnosis, and even warns Henry (Ray Fisher) to not even consider putting him in a nursing home or he will commit suicide.
The site's consensus states: "The walls of memory and time are closing in on Wayne Hayes in 'The Big Never', a straightforward installment that effectively conveys the terror of aging -- although some viewers may be less riveted by new developments in the season's core mystery.
"[7] Sean T. Collins of Rolling Stone wrote, "Three episodes deep into its third season, the HBO anthology show may be back on the familiar sad Southern buddy-cop beat, but aside from the setting and the set-up it has shockingly little in common with either of its predecessors.
"[8] Lanre Bakare of The Guardian wrote, "Hays struggles with lost memories and strange visions as the Purcell investigation uncovers some new clues.
And Ali has been predictably great playing the three different versions of Wayne, but Stephen Dorff has also made the most of his supporting role through the first two episodes and he gets even more to do in 'The Big Never', a step up in quality from the second half of last week's premiere.