The idea of Mary having to protect a high-profile, high-risk witness trapped in the middle of a building collapse was an interesting one, and the production team knocked themselves out creating that setting for it. But once the David Zayas character showed up to confront the witness, things fell apart. It seemed to be missing a scene between when the explosion went off and when Mary and the bad guy had their guns on each other, and I have no idea what Zayas' plan was, exactly. Even if he hadn't been dumb enough to deliver a confession in the presence of a US Marshal (with or without her walkie-talkie turned on), how did he expect to get out of there? And all the talk of loyalty to partners above all else came out of left field. It's not that Mary isn't incredibly tight with Marshall, or that they'd risk their lives for each other (see him running into the building right before the explosion blocked the stairwells); it's that this wasn't the theme of the episode, or of Mary's interaction with her witness, until that moment.
I did like seeing Marshall and Stan working so hard in support of Mary, and I particularly liked Raph's reaction (or, rather, lack of one, as it's a cliche on these shows for the significant other to give the hero a hard time after a brutal day at work) to Mary being gone all day at the accident site. I just felt like the set-up didn't go anywhere that interesting.
Also, I fast-forwarded through the scene where Brandi interrupted the AA meeting. Do. Not. Care. Brandi's less irritating than Jinx is, but she really only works in a context directly tied to Mary; giving her a self-contained storyline is a waste of everybody's time.