The Marthas Organize a Jailbreak
The Waterfords' Martha, Rita, has been an uncertain ally over the past two seasons - at times seeming to prefer keeping her head down and stick to Gilead's rules. However, there have also been hints that Rita may be part of the growing underground rebellion in Gilead, and this came to a head in "The Word." When a fire breaks out in a house across the road, Rita tells June that she needs to grab baby Holly/Nicole and get out of the house, as the Marthas have organized an escape plan, using fires as a distraction (in a wide shot, you can see that multiple fires have been set across the district).
June makes her way out of the house with the baby (though not before stopping to carve a message for Fred on her bedroom wall), but just as she reaches the gate she's caught by Serena. Rather than raising the alarm, however, Serena decides that she would rather say goodbye to the baby that she loves so much, than see her grow up amid the cruelty and oppression of Gilead. June lets Serena hold the baby one last time, so that she can say goodbye, and then flees the property with the help of several Marthas. Fred discovers the cradle empty and June gone, but is prevented from chasing after her by Nick, who threateningly puts his hand on his gun, but insists he's keeping Fred inside for his own safety.
When the rescue vehicle arrives and flashes its lights, June approaches and discovers that it's the same car that we saw Commander Lawrence transporting Emily in earlier in the episode - supposedly to her doom. It turns out that Lawrence, despite being the creator of Gilead's economy and a key player in its establishment, is part of the resistance movement and has helped organize an escape for June and Emily (and possibly other handmaids too). In hindsight, it makes sense that Lawrence specifically requested Emily as a handmaid and helped her to escape, since she survived the horrors of the colonies that Lawrence helped to create. In his own rather brusque and abrasive way, Lawrence is trying to earn redemption. But while Emily is eager to escape, June hesitates.
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With freedom within her grasp, June makes a difficult and (for many fans) infuriating decision: she hands her baby to Emily, tells her to call the baby Nicole (the name that Serena gave to her), and chooses to stay behind in Gilead. The reason for this, quite simply, is that June cannot leave without at least attempting to rescue her firstborn daughter, Hannah, who has been adopted by a new family and faces a future of being married off to a grown man while she's still a child if she stays in Gilead. Whereas once she had no idea where Hannah had been taken, June's visit to the summer home of Hannah's adoptive family means that she now knows her daughter's new name (Agnes Mackenzie), and knows approximately where she can find her.
Of course, it's not going to be easy finding Hannah and helping her escape, given how strictly Gilead's children are guarded. But June knows that she has to try to save her daughter, no matter how slim the chances might be, and if nothing else she at least succeeded in getting baby Nicole to safety.
Will June return to the Waterfords and beg forgiveness, or try to survive undetected in Gilead? We'll have to wait for season 3 to find out.