Shopkeeper Ben Perkins and his wife Emily are awaiting their first child as Christmas approaches. The Bolt brothers, Jason, Jeremy and Joshua walk through the brisk December air hoping that ship Captain Roland Clancey makes it on time with a load of gifts from family members back East. Two little girls, Marcia and Elizabeth Hale, stare at the candy jars in Ben's shop with longing, but refuse Ben's Christmas offer of a couple of pieces of licorice, citing their father's rule of an even trade in all things, which for some reason Ben finds off-putting. They begin to question Joshua about whether or not the baby possibly being born on Christmas will make it like the baby Jesus, a query that lightly stuns Joshua while his absent brothers ready decorations for the Church's Christmas festival with Ben. Happily, for him, Candy Pruitt comes by to fetch the girls for their roles in the Christmas play. Besides their innocent, if quite befuddling theological query, the girls assert to Joshua that the coffee he's drinking will make his ears fall off.
At the Church, Candy joins the ladies in preparing props and decorations for the Christmas festival while all continue to wonder about the fate of the ship bearing their gifts. They didn't need to wonder for long, for while Lottie Hatfield tunes the Church's organ, the ship is sighted, safe and on time and loaded with the gifts. The ladies open the cards attached to the gifts, which, while heartening, only serve to remind them that this is their first Christmas away from their families. Candy, in particular, misses the finery of her old hometown of New Bedford, Massachusetts, which prompts a slightly angry retort from Jeremy about making do with what they have in frontier Seattle. He asserts that they will have to make their own traditions and such, and while he calms down to comfort Candy, it does nothing to improve her mood.
At their home, Roger Hale is attempting to sew a rag doll for his daughters just as they return from church, and as he puts them to bed after their prayers, they ask again about the baby Jesus, this time adding the question of whether or not their late mother is in Heaven with him. Understandably reluctant to talk about all this (and in fairness unable to give an answer of any kind on a subject this cosmic) Roger reminds them that this and other Christmas-related subjects are still a few days off. But the girls' minds keep turning, leading Marsha to declare that if the Perkins' baby is born on Christmas Day, then it will meet the same fate as Jesus and be killed before Easter.
With their theologically unsound notion now firmly in their minds, the next morning, the girls attempt a stake-out of the Perkins' home, only to be found out by a befuddled Ben. When they ask to see Emily, Ben tries to dissuade them, saying she needs to rest and that the other ladies are already visiting with her. Ben comes to mistakenly believe that the girls' concern comes from two prior failed pregnancies he and Emily have had, plus the tragic loss of their mother to childbirth. When Ben's words about not living in fear over an adverse outcome instead come across as a lack of concern for his wife and baby, the girls leave the impromptu meeting with their mistaken belief now unshakeable.
At Emily and Ben's house, the ladies sit around, with Candy feeling spoiled and foolish for her desire to leave Seattle, or at least the thoughts of same. Emily and Lottie say they both early on regretted coming to Seattle, but that it turned out to be well worth it in the long run. Biddie Cloom points out one positive of their remote location: none of the men there can ever be the proverbial man who has everything, and it will be easier to buy gifts for them as a result.
Outside the church, Jason sets up a wreath on the door for Reverend Adams, only to find the Hale girls behind him, asking if God loves little babies. Jason assures them that he does, to which the girls follow up and ask whether God also loves grownups. Jason then asserts that God loves everyone, but asks about the why of their question. Citing curiosity, the girls go inside the Church to say prayers for the new baby, with Elizabeth unsure as to whether she should pray for a boy or a girl, to which Marsha asserts that God will know what she means. In the midst of their prayers, they hear Biddie telling Ben that Emily is beginning to deliver, virtually ensuring the Christmas birth the girls now dread.
At Lottie's tavern, even the series' premised feud between Jason and local magnate Aaron Stemple is put aside in favor of the joyous news, and the pair plan to jointly give the new parents gifts as they play dominoes, trying to ignore the anxious Ben Perkins. Ben refuses more than two small drinks, wanting to see straight despite his nerves, so high that he cannot properly hear Jeremy's question about Ben's gender preference for the baby.
At the Perkins' house, Lottie tends to the dilating Emily while some of the Brides mill about outside for when the time comes. Lottie begins a story about her original wagon train journey to Seattle, and how it stalled outside Topeka with the men insisting on a Turkey dinner for Thanksgiving, only to be interrupted by Emily's labor pains while the Hale girls continue to worry as the clock approaches Midnight and Christmas Day. Emily asks Lottie to finish her story, while at the Hale household, the girls' continued questions about the baby and Jesus have Roger thinking that they just want to try and stay up to catch Santa in the act.
Jason finally asks pacing Ben Perkins to sit down. Emily at home rests while Lottie and Candy attend to her. The Hale girls keep right on praying that the baby not be born on Christmas Day. Ben leaves the tavern to be nearer to his home if news comes, pushing Captain Clancey out of the way in an anxiety-filled rush. While Roger Hale sleeps, his misguided daughters fret that it is now past Midnight, and Ben joins the ladies waiting outside his cabin. Aaron and Jason continue their game of dominoes, till Biddie runs in, shouting euphorically that the baby has arrived, after which she runs back out, having forgotten to inquire about its gender. Ben comes in and confirms that the baby is a boy. The Hale girls sneak out of their bed and vow to 'help' the unfortunate Christmas baby. Ben and Emily unite and joy over their happy news, with him carrying her out to see their friends, who have brought gifts and well-wishes. Heading outside, the men serenade the new parents with We Wish You A Merry Christmas then depart, only for Biddie to call them back in a blind panic when Lottie finds the baby missing and an open window with curtains blowing in the cold wind.
That morning, the men of the town have assembled in the tavern, vowing to find the baby and return him to his parents, with Roger Hale joining them. The fractious but friendly rivals Jason and Aaron unite to question the Brides, whose dormitory is right across from the Perkins' home, in hopes one of them saw or heard something. None had, but Jason presses a girl named Ann to speak up, which she does, but not the way they wanted. She now feels, as do some of the other brides, that this sad occurrence should be taken as a sign that they do not belong in Seattle. Despite his stake in seeing the Brides all leave, Aaron denounces this notion as superstition born of fear. Just as Ann did, Jason cites a nice couple that is missing the baby they've prayed for and is not so sure this isn't a sign, an idea that flabergasts the usually scheming Aaron.
Candy and Lottie attempt to aid the Perkins in their time of grief and worry. Emily advises Candy to flee Seattle, a place that only takes and never gives. As the men of the town continue to search the woods, Lizbeth makes her way to Captain Clancey's boat, where she and Marcia have the baby rocking inside an emptied whisky bottle crate. Lizbeth shares some bread with Marcia, who wants to alternate each one of them going to dinner, a solution Lizbeth feels certain will have them both punished. Marcia says they can't share the bread with the baby (who remarkably does not cry throughout this) who can't chew it anyway, having no teeth. Despite their misguided nature, they are changing the baby at least. Marcia hopes that, when Captain Clancey pulls up anchor, they can 'smuggle' the baby to San Francisco, where no one will know it is a Christmas baby and wish to harm it. As the men leave the woods, Jeremy confirms to Candy that they have still found nothing.
At the Hale home, Roger is frantic about the missing Lizbeth, but must serve dinner in a hurry, anxious to rejoin the search. Marcia is taken aback by Roger's declaration that the town is worried about the missing baby. With her resolve perhaps beginning to falter, Marcia shifts her questioning from the Crucifixion to the Slaughter Of The Holy Innocents. Her father, slightly confused as before, says that people don't do that sort of thing anymore, but makes an exception for the unknown kidnappers, if and when they are found. Roger departs for the tavern sometime later, where Clancey shows the whisky case/bassinet used recently for the baby, along with the half-eaten bread and some diapers, which heartens them just a bit, since it means the kidnappers are at least caring for the baby. Roger also reports that Marica and Lizbeth are now missing, he assumes (based on their questions) to help with the search for the baby.
The Brides attempt to raise their spirits by exchanging gifts, but even this is laid low by Ann relaying how Reverend Adams is suspending Christmas services, in light of the search and the somber moment. Joshua and Jeremy, in the woods, spy the Hale girls carrying a bundle, figuring they can at least alleviate Roger's worries, and sprint after them.
As Jason and his group pass by the Perkins' home, Lottie asks Jason to escort a persistent Emily to church; despite her despair, if she can't search for her son, at least she can pray for him. The Brides see a growing procession of people heading to Church and follow themselves, along with what seems half the town as the theme 'Adeste Fideles' plays in the background (it is unclear if this is for the audience or actually playing in the town). Reverend Adams, with no sermon prepared, asks Jason to speak about the first Christmas many will have in Seattle. Jason speaks of hope being the word for that Christmas, but is forced by events to ask if it is all worth it, when so much of what they do and hope to do falls flat.
Joshua and Jeremy walk in with the Hale girls. The bundle they carried was not the Perkins' baby, but the statue of the infant Christ from the Church Nativity display. The baby they placed in the manger cradle, where Jason takes him up from and hands off to his overjoyed parents. Emily is so elated, she manages to joke that the baby needs a diaper change, while Joshua replaces the infant Jesus statue to his rightful crib.
In the epilogue, the grownups pass the crib wishing the baby a Merry Christmas, till it starts crying. Emily directs Ben to change his diaper, which he protests he doesn't know how to do. Emily then asks her 'little nursemaids', Marcia and Lizbeth, to show her husband how a diaper is changed. Outside, Joshua and Jeremy play guitar and sing the Sans Day Carol as the story ends.
- Joshua and Jeremy Bolt sing a carol at the end of the episode; in real life, actors David Soul and Bobby Sherman both have singing careers with Top 10 Hits.
- On-screen, no punishment or verbal chastisement is given to or mentioned for the Hale girls for their misguided actions.