It's the day before Thanksgiving and Annie is annoyed she has to take a dish to her family dinner the next day. She can't cook and someone else is bringing yams. Caroline is excited about getting a balloon in the Thanksgiving Day Parade and tells the story of her missing her chance in school when her school band was picked but she had to stay at home because she got mono. She asks for volunteers but as they have to be there for 5am no one says yes. Caroline persuades Annie to go by offering to make an apple pie for her family dinner. She then gets very excited when Del tells them the Caroline balloon will be behind Florence Henderson. Richard has never heard of her, to the group's surprise. Richard still refuses until Shelley comes in and says that as Pennsylvania is covered in snow she can't go home so will be spending Thanksgiving with him so Richard tells her he's helping Caroline. Shelley decides to come along.
On Thanksgiving Caroline hasn't been to sleep and baked Annie's pie during the night. Annie isn't happy at getting up so early and Del keeps falling asleep on the couch. Caroline turns her TV on for Salty and sets the pie on the counter before the three leave. Richard and Shelley are walking to the parade when Shelley sees someone in a fur coat. She throws paint on it and the owner turns out to be a large man who chases the pair.
At the parade Caroline needs the bathroom and Annie has gotten most of Florence Henderson's autograph (security dragged her away so all she got is "Florence Hend") When Richard and Shelley turn up they have managed to lose the fur man and Richard is horrified at the pink jumpsuit they all have to wear. Florence Henderson starts singing "My Favorite Things" and the group begin to walk. The fur guy catches up to them and spots Richard and Shelley, who drop their ropes and run away. This means the rest can't keep the balloon down and only Caroline is left hanging on as it floats away. Del pulls Caroline off and they and Annie watch as the balloon floats away and knocks over Florence Henderson.
Richard and Shelley are escaping and they come across a dog ties up outside an apartment building. She wants to take it with them but Richard refuses and the owner comes out and takes the dog. The keep running away and are told about the balloon escaping. Salty is eating the apple pie Caroline made and the balloon looks in the window. Then there's a report on the TV that the balloon will be shot down and Caroline protests loudly, scaring the cat away from the pie.
Back with Richard and Shelley, she tells Richard that they seem to have lots of problems but just when Richard thinks she's going to break up with him she says she thinks they're worth it. She leaves to check on their turkey and the fur guy catches up with Richard. He pleads for the man to kill him, causing the guy to run away.
Caroline follows the army who are going to shoot the Caroline balloon so she can say goodbye then gives the fire command. Back at her apartment Annie says she can cheer Caroline up and brings in Florence Henderson. Caroline apologizes but Florence is not angry. Annie thinks the woman is the character Mrs Brady, much to Florence's irritation. Annie makes Florence sing "The Brady Bunch" theme tune (the quicker you sing the quicker you get out of here) to cheer Caroline up. Part of the way through Richard comes in then walks straight back out again.
