- "Heinemann's already been up my ass so far I won't be able to sit down for a week."
- ―Capt. Pilgrim (from Predator 2)
Captain Pilgrim was married to a woman named Ruth, and the two were personal friends of Harrigan outside of work. Professionally, Pilgrim was considerably tolerant of Harrigan's violent methods, accepting them as a necessary evil given the hardened criminals they faced. As such, he expressed regret when passing on the order to defer the investigation into drug trafficking in Los Angeles to Peter Keyes and his men, but explained that he had no choice.
He later accompanied Harrigan to Deputy Chief Heinemann's office, defending his superb arrest record when Heinemann began accusing Harrigan of being overly violent and reckless. After the meeting, Pilgrim strongly suggested that Harrigan play by the rules, but he was unable to convince him to back off from finding Danny Archuleta's killer.
Pilgrim was later at the scene of the City Hunter's massacre on the subway, supervising the crime scene. After telling Harrigan that there was no sign of Jerry Lambert, the Lieutenant set off down the tunnel alone to try and find him.