I Don't Wanna Know Why the Caged Bird Sings is the fourth episode of Season 19 (originally going to be an episode of Season 18).
Steve Buscemi guest voices as a bank robber who holds Marge hostage during a robbery, only to give himself up when she promises to visit him in prison (since his mother abandoned him at an amusement park when he was a child), but when Marge finds excuses not to talk to him, much less visit him, he escapes and confronts Marge...and makes her take him to the same park.
Lisa is named "Student of the Millennium", so Marge stresses that Homer has to attend her ceremony due to past absences at most of the kids' events. Homer then wakes up early and takes Maggie with him to the school auditorium. Meanwhile, Marge is waiting in line at the bank, and gets impatient after the line doesn't move, so she strikes up a conversation with an apparent charming man named Dwight Diddlehopper. He later draws his pistol and holds up the bank. Gil Gunderson then arrives, prepared for his new job as a security guard, however he is shot to death by Dwight's accomplice.
Homer is waiting for Marge at the ceremony. Marge privately calls Homer, informing him that she is a hostage in the robbery. Dwight notices Marge talking on her cell phone. The two make a compromise; he will promise to turn himself in as long as she promises to visit him in prison, to which Marge reluctantly agrees.
A nervous Marge returns home. Homer attempts to convince Marge not to visit Dwight in the prison, but Marge wishes to honor her promise and visit him. However, while going to the prison, she makes several stops to avoid going to the prison and ends up missing visiting hours. At the prison, Dwight expectantly waits for Marge. While watching Snake Jailbird and his girlfriend, Gloria, Dwight becomes depressed, then outraged, and Marge's guilt begins to get to her while watching a frightening movie about a prisoner who was to be electrocuted. At the same moment, Dwight is breaking out of Springfield Penitentiary. He finds Marge's address in the newspaper, and sets out to find her.
At home, while watching TV, Kent Brockman delivers a news report on Dwight's prison escape. Dwight begins stalking Marge in various places, and successfully catches up to Marge and keeps her as his hostage. Dwight takes her to the same amusement park where he was abandoned by his mother, with the intention to have Marge help him repay the time he had lost, and promises to let her go afterwards, to which Marge, out of sympathy, agrees. He and Marge then ride the Viking ship ride together. Chief Wiggum arrives attempting to save Marge, but he is caught in the ride. Dwight jams the ride's gears by throwing in his own body to save Wiggum. He survives, however, and returns to prison after being hospitalized and making a full recovery. Back at the prison, Marge finally visits Dwight. who gives her a flattened dandelion encased in a bar of soap he had carved for her with a message on the back intending to recruit her in helping him escape again. Marge does not agree to the escape attempt and Dwight, although saddened, says she can keep the token.