time viewers wouldnt be confused as to  what a Canadian Mountie was doing in Chicago. Not wanting to alter  the opening titles, Paul Gross (I) (qv) opted to simply state the  premise in each episode with the line, "I first came to Chicago on  the trail of the killers of my father, and for reasons that dont  need exploring at this juncture Ive remained, attached as liaison  with the Canadian Consulate." This became a running gag throughout  the third season, as the writers found various ways to insert the  line in different ways into almost each script, whether it was  spoken by Fraser or other supporting characters.