Wikipedia does a wonderful job of summarizing the plot amazing season finale. To check out more information on the episodes productions and ratings check out the link here.
"While Nina Sharp (Blair Brown) recovers from the gunshot sustained in the previous episode,[note 1] the Fringe team's investigation reveals that the man in white bandages is David Robert Jones (Jared Harris). Olivia Dunham (Anna Torv) and Phillip Broyles (Lance Reddick) discuss locating William Bell for questioning, whom they believe is behind all the fringe events that have been occurring all season.
Meanwhile, Walter Bishop (John Noble) is at a graveyard, where he solemnly stares at an unknown gravestone. Olivia, Peter Bishop (Joshua Jackson), and Astrid Farnsworth (Jasika Nicole) begin searching for Walter. Nina tells Olivia that an energy cell was stolen from her mechanical arm by Jones, and that he was formerly a Massive Dynamic employee who had looked up to Bell as a "father figure" until they had a falling out. When Olivia demands to speak to Bell, Nina explains that she does not know where he is, as Bell has been communicating these past few months "strictly electronically". Nina believes Jones is trying to confront Bell, and promises Olivia that if she stops Jones, Nina will arrange a meeting between her and Bell.
On a busy New York City street, Jones and his team use the energy cell to open a doorway into a parallel universe and bring a truck through, but are apparently unsuccessful, as Jones complains he used the "wrong coordinates". Having previously observed Walter at the graveyard, The Observer (Michael Cerveris) arrives with Walter at the Bishops' beach house, and gives Walter a coin, telling him to remember what he has to find. Walter goes on alone into the house, while Olivia and Charlie interview witnesses who saw Jones extract the truck from the doorway. They discover that the truck's VIN numbers do not exist, which implies the "truck was never made". A further interview with Nina reveals to the Fringe team that the truck is from another universe, and that Jones is using the stolen energy cell to travel to that universe.
Peter finds Walter and chooses to meet his father alone, as he believes Walter is upset from the past several days. Now at the beach house, Peter and Walter search for and retrieve a device that can seal shut the doorway into the other universe. Walter explains to Peter that he once lost something very dear to him and that he had to go and bring it back from another reality; the device was created to prevent something from following him.
After Jones makes another unsuccessful attempt to open a doorway at a soccer field in Providence, Olivia searches through old case files related to science and unexplained phenomena, and discovers the connection between the soccer field and the city street. Olivia and Walter come to the same conclusion, that Jones is going to use a site at Reiden Lake to reopen the doorway. Olivia, Peter, and Walter intercept Jones while he is opening another window and is halfway through it. Peter triggers Walter's device, killing Jones by sealing the doorway.
At the end of the episode, Walter again goes alone to visit the graveyard; he tearfully observes a gravestone marked "Peter Bishop 1978-1985", suggesting that Walter's legitimate son died. Nina Sharp later calls Olivia and implies to her that she can meet William Bell in Manhattan. After no one shows up at the agreed-upon restaurant, Olivia leaves, as she assumes that she got stood up. However, when in an elevator to leave the building, Olivia is transported to the parallel universe and is directed to an office. After reading a newspaper headline indicating that President Obama was preparing to move into the "new" White House, she is greeted by William Bell (Leonard Nimoy) and inquires where she is. The final shot pans out the window revealing that they are standing inside the South Tower of the World Trade Center."