Approximately eight months after the bazaar, the Crawleys prepare to relocate to Grantham House in London for Rose's debutante presentation. As various staff members depart for London, Thomas remains behind, anxiously awaiting any gossip he can learn from Baxter during her London stay. Cora suggests to Robert that the staff be rewarded for all their extra work with an outing.
Violet, soon to follow the family to London, reassures Edith that she did the right thing by giving her baby to a Swiss couple. Meanwhile, Lord Merton flirtatiously asks Isobel if she will be attending the grand ball, but she doesn't intend to go. The following day Branson sees Edith off to London where she must go to Gregson's office to talk about her involvement in the business.
At London's Embassy club, Rose and her friend Madeleine Allsopp join Madeline's widowed father, Lord Aysgarth, who introduces them to the Prince of Wales (and his mistress, Freda Dudley Ward). Martha and Harold Levinson arrive at Grantham House and Harold's bubbly footman, Ethan, flirts with Daisy. Carson runs his highbrow suggestions for the staff outing past Mrs. Hughes, who meets them with disinterest.
Mary and Blake, enjoying an outing at the Royal Academy, run into Rose, Gillingham, and Freda Dudley Ward, where Gillingham and Blake act the part of rivals. Back at Downton village, Tom runs into Sarah and invites her to join him at the pub that evening. When she then asks to be shown around the house, Branson reluctantly concedes. He is uncomfortable with her request that she see the upstairs but like a gentleman, he takes her up to the landing, where they are discovered by Thomas. Branson awkwardly tries to explain their presence but Thomas has already jumped to conclusions.
Meanwhile, Rosumand arrives at a soiree at Grantham House accompanied by the card-cheat, Sampson, who told her he was a friend of the family. Sampson tells Lord Aysgarth that Martha is filthy rich, and Aysgarth begins his attempt to woo her, meanwhile pressuring his daughter dance with the eligible heir to the Levinson fortune, Harold. The American playboy takes a shine to Madeleine but is cynical about her attention, accustomed to fortune-hunting women. Gillingham persists with Mary, and Rose invites Sampson to join them later at the Embassy club. There, Rose, Madeleine and Freda are laughing about a flirtatious letter sent to Freda from the Prince of Wales, but when Rose leaves Sampson alone at the table, he takes the incriminating letter from Freda's handbag.
The next day, Edith, wishing to retrieve her daughter from Geneva, has a heated exchange with Rosamund. Daisy has heard from Alfred, learning that he's been taken on at The Ritz. When she tells Mrs. Patmore the good news, Ethan asks Carson if Daisy is spoken for by Alfred. Carson's answer drips with disdain. Meanwhile, Mrs. Hughes is soliciting the donation of old clothes for charity and Anna gives her one of Bates' old coats. When Mrs. Hughes finds a ticket to London in the coat pocket, she is suspicious about any relation he may have to Green's death and tells Mary about the ticket but agrees to keep it secret from Anna. Isobel tells Lord Merton that she'll join him at the presentation ball. Travelling to London together, Isobel and Violet spar over their differences.
At Buckingham Palace, Rose enjoys great success in her presentation to King George V. At the subsequent ball, Aysgarth continues to flirt with Martha, but Harold reveals to Madeleine that her father may have the wrong idea; Martha only has money for life, then it all reverts to him. Freda confides in Rose that her love letter from the Prince has gone missing, which could spark a scandal.
The next day Baxter complies with Thomas' threat and unsuccessfully fishes for information about Anna and Bates. Rose confides in Robert about the theft and all concur that Sampson is the culprit. Hatching a plan to retrieve the letter from Sampson's rooms, Robert asks Bates if he knows someone who can forge a note. Bates says he'll have one ready for the following day. When Bates hands over the forged letter, Mary hints that London can make regrettable things happen, but Bates doesn't rise to the bait. Mary tells Mrs. Hughes that she doesn't think she can keep quiet about the train ticket.
Edith shares with Rosamund distressing news: She has learned that Gregson had gotten into a fight with a group of thuggish brown shirts [Hitler's fledgling Nazis] in Germany. She is terrified that he may be dead.
At a picnic in Hyde Park, Harold reveals that he knows Madeleine and her father are only after his money. But while he likes her, he's not the marrying kind, and he thinks she is too good for him. Madeleine, pushed into fortune hunting by her father, admires his honesty. Ethan continues his overbearing friendliness toward Daisy.
A poker night is planned to lure Sampson away from his flat so that the stolen letter can be traced. Thomas tells Robert that he found Branson on the bedroom landing with Sarah and Robert questions Branson during the poker game. Downstairs, Ethan tells a shocked Daisy that Harold wants her to come to America to cook for him.
While the men play poker, Mary, Rose and Blake gain entrance to Sampson's flat with the forged note and search for the letter to no avail. When Bates learns of the mission's failure, he assists in returning Sampson's coat to him as he departs, finding and boosting the letter from the coat's inside pocket. Impressed with Bates' initiative, Robert declares that a crisis in the monarchy has been averted. In light of this loyalty, Mary rethinks her position and burns the incriminating train ticket.
When the Prince of Wales makes a surprise appearance at the final grand ball and dances with Rose, her ascent into high society is cemented. Predictably, Martha rejects Lord Aysgarth's advances but as a consolation invites him to American where she will introduce him to eligible society ladies. Madeleine thanks Harold for opening her eyes to her father's ambitions. Mary admits to dangling Gillingham, Blake and Napier on a string, before admitting to Gillingham that she sees Blake as being of a lower social standing. Gillingham gallantly reveals that Blake is in fact a very wealthy prospective baronet. Blake later admits that he withheld the truth because he wants to win her over fairly. Branson, after Robert's questioning, urges Edith that they not be steamrolled by the family, no matter how much they love them. Touched, the following day Edith makes an arrangement with loyal tenant farmer Mr. Drewe to secretly raise her baby daughter.
Molesley tells Baxter that he knows she's being bullied and urges her not to be pushed into doing the wrong thing. To Mrs. Hughes's delight, Carson settles on Brighton as the destination for the staff outing. There, Baxter tells Thomas that she won't be telling him any more secrets and thanks Molesley for giving her the strength to stand up to him. Daisy tells Ethan she won't be going to America to become Harold's chef, and when Ivy asks for the opportunity instead, Ethan reluctantly agrees. Anna tells Bates the church was very happy to receive his coat, but wishes she'd let him go through the pockets first. Hand-in-hand, Mrs. Hughes and Carson wade into the sea, keeping one another steady.