To stop Lily from buying a gun, he claims a monkey cornered him and stole his wallet.
Barney, sensing a great story, tries to get Marshall on a local news segment.
The "Zoo or False" theme highlights Marshall’s desire to protect Lily’s sense of safety while balancing his own pride.
As the episode progresses, the story spirals out of control:
Marshall tells the guys he was held up at gunpoint by a man.