Season 4, Episode 14: "Grave New World"
The event that started this entire show is Alison's disappearance and assumed death. The pilot features a funeral for her, after all. However, in season 4, the Liars get insight that she might not be gone, and she might actually be back in town. They dress in period attire to crash a party in Ravenswood and chase after a blond-haired girl in a red coat who seems to disappear into thin air. Toward the end, they finally corner the red-coated figure and discover Alison is alive. The series starts a whole new life with her back in the official picture.