Bulger has so much chutzpah that he'd rob a bank that was across the street from a police station. On the other hand, he might only act so tough because he knows that the FBI has his back. It's easy to be a rough rider when you have federal agents as wingmen.

The more time he spends canoodling with gangsters, the more Connolly starts acting like one himself. It's almost as if Whitey Bulger is rubbing off on the FBI agent.

Although the deal with Bulger is shady from the onset, it's not until Bulger is accused of shaking down a local restaurant owner that laws really start getting broken. Connolly then implements a system he'll use time and time again when Bulger gets in trouble: stick his hands in his ears and say, "Nyah, nyah, nyah." More or less.