Walter Cage was a captain of the New York Police Department.
In 2004, he headed the investigation into the murder of Latvian Ambassador Dimitry Kreslov and his bodyguards. Because of the political tensions surrounding such a high-profile case, Cage was under intense pressure to solve the case, and quickly.
Meeting with Adrian Monk, Sharona Fleming, Captain Leland Stottlemeyer and Lieutenant Randy Disher, Cage enlisted their help in the investigation, despite their protestations that their main purpose in coming to Manhattan was to find Warrick Tennyson, the bomber responsible for Trudy Monk's death. Cage stalled for time, pretending to be trying to track down Tennyson's whereabouts, when in fact he knew full well that Tennyson was dying in hospital, and being sequestered by the Justice Department.
In a tense moment, Stottlemeyer found out the truth. Cage admitted to deceiving them, but maintained that the bottom line was the same: the only way to get enough "juice" to gain access to Tennyson was to solve the Ambassador's murder.
When Monk did so, Cage helped to apprehend the murderer, Steven Leight. After this, Cage presumably fulfilled his part of the bargain, as Monk and company were allowed to interview Tennyson just before he died. (Monk: "Mr. Monk Takes Manhattan")