The Case of the Red-Faced Thespian - S4-E12
Plot hole: The plot of the episode has a big reveal that tricks the viewer making zero sense; the victim is alive and well, but there's an ambulance, they bring the victim away, and Magnum spends most of the episode in the noble effort of saving Higgins from a murder accusation. Magnum mentions "I figured I still had about a half an hour before Tanaka returned with a warrant for Higgins' arrest." even in his internal monologue, so it's not that he was trying to hide the fact from other characters.