Gus shows up asking who the girl out front is. Shawn explains that it is their new assistant Dagmar, who they got from a temp agency. Shawn explains that she thinks this is a runway gig, and that she is actually a model.
Dr. Blinn, a Santa Barbara psychiatrist, has been murdered in his office. Shawn and Gus show up at the crime scene and are promptly removed by Lassiter, but not before Shawn gets a quick look around, noticing blunt force trauma to the head, the weapon and a chewed toothpick next to the body.
Back at the Psych office Shawn wants to take the day off, saying that the beach is calling. Just then, a disturbed man, Robert Dunn, walks in asking for help. He claims that he's being haunted and the ghost is trying to kill him. He has strangulation marks on his neck to prove it. Shawn believes the guy is crazy but Gus is intrigued. It turns out that Gus secretly spoke to a spirit as a child. Shawn reluctantly signs on for the case, which he believes will be easy because there are no such things as ghosts. He plans to find who's doing this to him and have a fake exorcism.
At Robert's house, Shawn sees long red hair on some paintings and photos with Robert's face Xed out. The place is a mess. Robert asks them to stay the night. He tells them that he hasn't been able to sleep and he's going crazy.
Shawn believes that he has already solved the case. Clearly, Robert's ex-girlfriend is mad and trying to drive him crazy. From the pictures, Shawn knows that he dated a red head, and the mess and the defaced photos show that she's clearly not around any more. He plans to talk to the girlfriend tomorrow. They wake up in the night to find the house on fire, forcing him to reconsider his conclusions.
Meanwhile, Lassiter and Juliet are looking for a Regina Kane, Dr. Blinn's last scheduled patient before he was killed. They have tracked down a post office box for her, but have found little else. Shawn and Gus come across them and Shawn notices that they are holding a medical file with Regina's name on it. He now knows where the police are looking.
Back on the case, Shawn drags Gus up to San Francisco to see Robert's ex-girlfriend. She tells them she and Robert broke up because a friend of hers saw him out one night with another girl. He pretended that he didn't know the friend and called himself Martin Brody. Shawn notices she's wearing an engagement ring, indicating that she hasn't thought about Robert in a while. He concludes that she isn't the ghost.
On the way back, their car is nearly hit. The driver crashes and runs away. Gus smells alcohol in the abandoned car. But Shawn notices another chewed toothpick in the car, showing that this wasn't an accident.
They go back to find Robert, but he's not around. They think that the person who tried to kill them might have come after Robert. They search the house for him but instead find a room filled with women's clothes - including large shoes and a red wig. Shawn realizes that Robert has been haunting himself, unaware that he has a split personality.
Shawn finds a date book showing an appointment with Dr. Blinn on the day of his murder and realizes this is the Regina Kane the police have been looking for. They manage to access Robert's female personality by talking to Regina. They realize that Regina isn't violent, so that there must be a third personality. She tells them that she was seeing Dr. Blinn but refuses tell them why, and claims that she has no idea who killed him.
They go to the police to let them know that they've found Regina King. At the station, they see her patient file, which reveals an appointment for gender reassignment surgery. They realize that the third personality, Martin Brody, probably killed the doctor to protect himself. Shawn remembers that Regina has an appointment scheduled with another doctor right now. Shawn, Gus, Lassiter and Juliet rush in, stop "Martin" and save the doctor. Both cases are solved and Robert is placed in therapy.
- Ray Parker Jr.'s eponymous theme song for the 1984 film Ghostbusters provides the title quote, along with the line "I ain't afraid o' no ghost".
- At Robert's house, there is an open box of pizza which has Pineapple chunks on it. Also, when Shawn and Gus find Regina's hideaway, there's as pineapple-shaped perfume bottle on her makeup dresser.
- Robert knows, both times that he is at the doctors office, why he's there and what he was doing, however he is not supposed to have any knowledge of Regina's reason for being in the office.
- It has been suggested that Frank Whaley was chosen for the role of Robert due to his role as the ghost of Archie Graham in the movie Field of Dreams.
The gallery for Who Ya Gonna Call? can be found here.