Wow. Good thing this wasn't a series finale or a rift would've formed in the universe.
Set in the future, "The Day We Died" immediately puts viewers in the deep end. We know it's the future, we know something bad has happened, but we don't know much beyond that. For someone who isn't familiar with the show, it probably made no sense, no matter how much context was given. But I'm guessing this wasn't a big problem since most people watching like the show and have a clue what's going on story-wise, as opposed to someone who sits down to randomly watch CSI: New York.
There are pieces of information along the way--Peter and Olivia married, Olivia able to control her powers, Walter in prison, Broyles missing an eye and being a senator, Ella in the Fringe Division--but we don't really know where everything is going until Walternate shows up--and kills Olivia. At this point, it's assumed that the fourth season would not be set in the future since Olivia is an integral part of the show. Walter reveals that he somehow sent the machine to the past and that the problem could be fixed by sending Peter's consciousness to the past (our present). I'm not sure how all this works, but Peter returns to the present, knowing everything that needs to be done. The two worlds merge, leaving Walter, Waltenate, Olivia, and the other Olivia in the room, Peter gives a speech about how everyone needs to cooperate.
In a most perplexing way to end the episode, the Observers are gathered outside the Statue of Liberty and talk about how they don't remember Peter and that he served his purpose. What does that mean? Weren't they just there with him?
In any case, this brings up more questions regarding the structure of the show in the fourth season. The second season ended with Olivia trapped on the other side and despite this, the show was able to proceed with the procedural, monster of the week route with a few deviations. Now, with the two universes seemingly merged, will the writers draw this out through the entire season or will they resolved it in a few episodes and return to solving monster problems?
Perhaps even greater than the plot twists is how the writers approach the episode. Yes, there is a lot going on, but they never lose sight of the characters. There is ample time to draw out the emotion and we get a good sense of the toll inflicted on everyone since Peter entered the machine.
Score: 9.4/10