CNN The final episode of Anthony Bourdain's "Parts Unknown" aired Sunday night. In the episode, Bourdain explores the Buddhist Kingdom of Bhutan. Discussing Buddhist beliefs, the late chef says: "It is considered therapeutic to think about death a few times a day." The final episode of Anthony Bourdain's "Parts Unknown" has aired on CNN, just over two weeks after the death of its host. In it, Bourdain explores the Kingdom of Bhutan with his friend Darron Aronofsky.