Episodic structures are inherently interpretable and adaptable to evolving large-scale key events. However, state-of-the-art automatic event detection methods overlook event episodes and, therefore, struggle with these crucial characteristics. This paper introduces a novel task, episode detection, aimed at identifying episodes from a news corpus containing key event articles. An episode describes a cohesive cluster of core entities (e.g., "protesters", "police") performing actions at a specific time and location. Furthermore, an episode is a significant part of a larger group of episodes under a particular key event. Automatically detecting episodes is challenging because, unlike key events and atomic actions, we cannot rely on explicit mentions of times and locations to distinguish between episodes or use semantic similarity to merge inconsistent episode co-references. To address these challenges, we introduce EpiMine, an unsupervised episode detection framework that (1) automatically identifies the most salient, key-event-relevant terms and segments, (2) determines candidate episodes in an article based on natural episodic partitions estimated through shifts in discriminative term combinations, and (3) refines and forms final episode clusters using large language model-based reasoning on the candidate episodes. We construct three diverse, real-world event datasets annotated at the episode level. EpiMine outperforms all baselines on these datasets by an average 59.2% increase across all metrics.