Also, for everybody saying that Michael freed Henry, we still don't know if that happened. For all we know he could have put a bullet in his head.
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I think it's a pretty reasonable inference. Why would Michael shoot himself in the arm and then kill Henry?
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See cabeel's post above as well.I think Michael didn't know about Henry, whether or not the Others control him, until Anna told him. I guess I could be wrong about that, but I don't think there was ample time from between him falling down in front of Jack and Jack yelling to get a whole plan together.
Anna said she wanted to kill him and couldn't and I think Michael jumped on that opportunity. I still can't get passed his "I'm sorry" and the fact that he look horrified that he had just killed Libby as well. I think the shot in the arm was to frame Henry, regardless if he was trying to free him or not.
Anyway, if his sole intention was to get Henry out, then once he has the gun, he just locks Anna up and leaves with Henry.
Anyway, mine is just an opinion as well, so I am definitely not saying that Michael didn't free Henry, just that we do not know what happened to Henry. Unfortunately, Michael wants his son back so bad and has been trying to find him for days or weeks, that we don't know yet if he is under the Other's control or just enough screwed up that he was able to think that killing Anna would help him get Walt.
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