Set at the turn of the 20th century, three Edwardian children and their mother move to a country house in Yorkshire after their father is mysteriously taken away by the police. However, their mother refuses to inform the children of the circumstances surrounding their father's disappearance.

The children become fascinated by a nearby railroad, and they faithfully wave to passengers daily. Their kindness helps them make friends with some important travelers, one old gentleman in particular. Can he help solve the mystery of their missing father?