Vegas Baby! is a 8 minute short that was set between the christmas special and series 3 premiere and debuted on 4OD and is considered episode: 0 of series 3. The short marks the departure of Nathan and introduces us to new character: Rudy. The short also marks the first time an episode has a title.
The episode starts of in Nathan and Marnies hotel room in Las Vegas. Nathan shows of his new power (magic/reality warping) to Marnie before leaving to the Casino. He enters the Casino and joins a round of roulette, and by using his new power Nathan makes sure every time he roles the dice it equals seven. Nathan confidentally does this several times winning more and more tokens. Eventually the Casino's owner and Guards start to notice. They go down to investigate and challenge Nathan. If he can get an eleven he will win a major jackpot. Nathan agrees and roles the dice. Nathan won the round but made the mistake of making one of the die seven. When confronted by the police Nathan throws his earnings into the air causing a group of players to swarm around the table giving Nathan a chance to escape. Nathan runs down several hallways but eventually gets stuck in a corner. He is about to be arrested, but manages to pull a rabbit out of his anus. The guards dumbfounded by this stood in shock giving Nathan another chance to escape. This time Nathan makes it to his hotel room, where he says goodbye to Marnie and Nathan Jr. before the guards break the door down and take Nathan to prison. The next day Nathan is given one phone call. He rings Simons phone. However Simons phone is left in the changing room. Rudy walks in and picks the phone up and answers. Nathan asks for Barry but Rudy not being able to recognise Simon as Barry hangs up. The film ends with Nathan being dragged into his cell.