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In Pilot, Neal breaks out of prison to find out why Kate has stopped coming to visit him. At the apartment they shared, he finds she has moved out and taken all their belongings save for one empty wine bottle (bordeaux 82' ). At first Neal says the bottle is Kate's way of saying goodbye, but Neal places more significance on this bottle saying he used to refill it with inexpensive wine to remind them of their future together. Using lemon juice and a candle, Neal was able to find a map leading to Grand Central Station hidden on the label.
In Threads, Neal shows Mozzie a love letter from Kate beginning with "Weep for me my love, I'll miss you more". When folded, in a similar fashion to the puzzle on the last page of Mad Magazine, the letter reveals a message: "We are being watched."
In Threads, Neal and Mozzie watch the recording of Kate's last prison visit to Neal. They begin to look for clues and realize she is tapping out Morse Code with her hand. Her tapping spells out "BOTTLE"
In "Bad Judgement", when Peter passes on a message to Kate from Neal, he brings one back. Kate says Robert would be a place to start. Neal tells Peter that Robert is Kate's father, now deceased. With Mozzie looking on, Neal discovers a paper flower on Robert's grave.
In "Free Fall", Peter is waiting for Kate in the apartment she is staying in. After he suggests she should stay away from Neal, she replies she wants a music box first.