In September, 1921, it is over a year since Sybil died and Branson was left to raise his baby daughter with the help of the Crawley family, all of whom dote on her. Everyone in the family, with the exception of Branson, head to Duneagle Castle in Scotland, the home of Shrimpy and Susan Flincher and their daughter, Rose. Robert is particularly looking forward to the trip and they are accompanied by O'Brien, Anna and Molesley while the rest of the servants remain beghind at Downton under the sharp eye of Carson who refuses to let standards slip in any way.
There is an undercurrent of stress as Mary, we find, is pregnant, and only one month away from her due date. Sybil's death in childbirth is obviously playing on everyone's mind, particularly that of Mary herself who is difficult and unpleasant, almost certainly due to her fear of going the same way as her sister.
New maid, Edna, tries her level best to attach herself to Branson, who has practically been left behind and chooses to spend more time in the servants quarters than he does upstairs, where he is invariably alone. Edna makes no secret of her intentions, but Branson is clearly still grieving for Sybil and wants no part of her flirting.
In Scotland, Robert is impressed by the bagpipers who announce dinner and breakfast, but even more so by the big game shooting which is available. When Edith learns that her newspaper editor, the still-very-much-married Michael Gregson is in Scotland, she invites him to Duneagle, where her parents are anxious to meet him. Matthew is also keen but Mary is very much against the idea. Once again, it appears that Edith has fallen for a man who is unobtainable and, as far as Mary is concerned, very unsuitable.
The staff at Duneagle make the Downton Abbey servants feel welcome and O'Brien finds a brief kinship with Wilkins, the maid to Susan Flincher, until they fall out when Lady Flincher expresses her unhappiness with Wilkins' work and asks O'Brien to fix her hair for the ball to be held that evening. Mary is sulky because her condition precludes her from dancing the reel but Matthew is gentle with her.
During a dance, Mary begins to feel unwell and decides to return to Downton early. Unspoken is the fact that she is worried about her health and that of her baby.
While all this is going on, Mrs. Patmore has caught the eye of a local merchant named Tufton who, we find wants her as his wife, not to love, honour and cherish, but to cook for him. Both Mrs. Patmore and Mrs. Hughes have a good laugh over him as Mrs, Hughes has seen him being more than friendly to many other females while suopposedly wanting to make Mrs. Patmore his wife.
Back in Scotland, the Flincher marriage is in trouble and so is the estate. Shrimpy confesses to Robert that his family are about to lose everything and that he is being sent to India for diplomatic purposes. Were it not for Matthew's vision, Robert is only too aware that the Crawley's would have lost everything also.
Mrs. Hughes has some words of comfort and encouragement for poor Tom Branson, who is grieving horribly for Lady Sybil. She can see the depth of his pain and wants to help but it does not end there because shortly after, back in England, Mary gives birth to a healthy baby boy. Matthew arrives and is totally delighted that the mother and baby are healthy and that the line of succession has been assured.
After lulling the audience into a false sense of security, we see a joyous Matthew driving along in his car one minute, and the next, another motorist stops and we see an obviously dead Matthew lying in the road after a car crash. At this point, the episode ends.