At a retired agent's funeral, Director Shepard intercepts an old codename linked to a ten-year-old mission in Russia. Misleading DiNozzo and David and then refusing their help, Jenny takes on the responsibility of protecting herself and Gibbs from an unknown assailant.
As the show had hinted at Jenny's death since the end of the writer's strike, her murder was not the big shocker of the episode; that came when new director Vance informed Tony, Ziva, and McGee they were being reassigned and presented Gibbs with the dossiers for his new team.
So things are about to get interesting. I just hope the shakeup works better on NCIS than it did on House.