Pie-O-My is Ralph Cifaretto's race horse. Tony grows very fond of the horse, eventually referring to it as "our girl," in direct contrast to Ralph, who brusquely instructs the trainer – speaking of the jockey – to "tell that midget not to be shy with the whip." As Ralph continues to give Tony a "taste" of the prize earnings, Tony's growing expectation of an increasing share of the winnings creates tension between the two.
With vet fees for Pie-O-My piling up, the vet declines to give further treatment until he is paid. Ralph, however, refuses to take action when the horse becomes sick during the night, passing along Tony's number; Tony rushes to the stables and settles the bill. Tony tells the vet he'd better hope the horse "makes it" before going into the stall to sit with the animal, where he comfortingly strokes her neck, telling her that everything will be all right.
Pie-O-My later dies in a stable fire, which was deemed as accidental by the fire department; however, Tony believes Ralph set the fire intentionally to collect on the $200,000 insurance policy he and Ralph had on the horse. After going to the stables the morning the trainer calls and delivers the bad news and seeing Pie-O-My's corpse wrapped up and dragged away by a tractor, Tony goes to Ralph's house. Tony delivers the news to Ralph that Pie-O-My is dead. Ralph expresses his condolences to Tony, but does not seem to be particularly moved by the horse's death. He and Tony go into the kitchen where Ralph is preparing eggs on the stove. Ralph seems to be more focused on informing Tony of Justin's improving condition, but Tony keeps bringing the conversation back to the dead horse. When Tony theorizes Ralph could have set the fire intentionally to collect the insurance, Ralph angrily assures Tony he had nothing to do with it. Tony asks him if he had heard from Corky Ianucci lately - an expert arsonist who was responsible for setting Artie's restaurant on fire. Ralph gets enraged, saying that Tony doesn't care about him having to beat up innocent people just as long as he gets his money, and then makes a snide remark about him caring so much about a horse while he eats meat at his desk. In a furious rage, Tony punches Ralph, knocking him across the kitchen. The two scuffle briefly, with Ralph unsuccessfully defending himself with pots, pans, a knife, and Bug spray. The fight culminates with Tony shouting at Ralph as he strangles him and bashes his head against the kitchen floor until he finally dies. "She was a beautiful, innocent creature!" was yelled by Tony as he was bashing Ralph's head, although the killing of the Bada Bing stripper Tracee may also be a factor in this.