This discussion may contain spoilers!
My theory is that at the end of Episode 4, we'll find out Snow has been kidnapped or something. Then in Episode 5, after finding out where Snow is being held, Bigby will go nuts and go on a rampage to save her. He'll probably transform into his real form, a 30 ft wolf, and freaking jump through a skyscraper window and awesome stuff like that.
It may seem a bit... overdone, but we're all expecting some kind of awesome finale for first season(if there is going to be a second season. Hopefully yes), and I want them to show Bigby's true form.