Breaking Bad

Run.

That's what Breaking Bad's Walter White (Bryan Cranston) told his meth-making cohort Jesse (Aaron Paul) to do moments after Walt hit two murderous rival drug dealers with his car in Season 3's penultimate episode. In doing so, Walt protected Jesse from the wrath of their boss, Gus (Giancarlo Esposito), who also employed the now-dead thugs.

Breaking Bad's Aaron Paul: Jesse is going to a very dark place

"I think Walt saved Jesse's life by doing that, and Jesse owes Walt quite a bit," Paul tells TVGuide.com. "Going into the final episode, Jesse is in a very lost place and he's not sure where to turn. I think maybe he'll go into hiding."

Indeed he does, which leaves Walt all alone to answer to Gus for the murders. Well, he's not completely alone — he has his trusty Heisenberg hat.

"It changes things for [Walt]," Cranston says of the hat, noting that he suggested Walt wear it again in the finale. "I thought, 'Here's a genuine opportunity where Walt needs all the power he can get going into this negotiation with Gus.' It's much like if a man is wearing a tuxedo: You sit differently, you act differently, you present yourself differently because of how it makes you feel. It's the same thing with the Heisenberg hat and glasses. It has that same effect."

Check out photos of the Breaking Bad cast

The hat represents the criminal part of Walt that he has spent much of Season 3 trying to deny. But Cranston says the finale (airing Sunday at 10/9c on AMC) changes that. "Season 3 has been facing the mirror and really accepting who you are," Cranston says. "Walt is capable of doing this — he is able to see himself as a bad guy near the end. And he is capable of doing some things that he never thought he was before."

But Walt isn't done rationalizing his actions yet, Cranston says. "In order to survive in the criminal world, you must think like a criminal. You will not survive otherwise," he says. "You have to know how to be guarded and cautious and protect yourself. And [Walt's] not from that world, but he's learning quickly. And I think by the end of this season, all innocence is lost."

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While Walt's been denying that he's a criminal, Jesse's stint in rehab has made him believe he was the bad guy, when he clearly isn't — or, at least, wasn't.

"I think [Jesse's] still very much lost; he's still trying to figure out who he is. He's tried to convince himself through self-acceptance that he is the bad guy, but as the season goes on, his heart is coming through," Paul says, agreeing with Cranston's characterization of the finale. "By the end of the season it's definitely... a loss of innocence, and who knows if [Jesse] will ever get that innocence back. That question will be answered by the final moments of the finale."

And even though the finale is a powerful capper to a superb season, don't look for a disaster on the level of Season 2's plane crash.

"This finale is not as big and dynamic as an airplane exploding in the sky; [it's] much more intimate and about these characters," Paul says. "Really, you realize the love these characters have for one another and what they would do for each other. It ends with a bang, literally and figuratively. It definitely changes things."