Halifax, 1832. Anne Lister returns from Hastings to Shibden Hall, having discovered that her would-be companion and lover, the aristocratic Vere Hobart, has accepted a marriage proposal from a man. Despite her affection for her elderly aunt, Anne is frustrated by the shabbiness of her ancestral home and finds her father and long-suffering sister difficult to live with.

Anne begins a playful but dangerous courtship of shy local heiress Miss Walker, who quickly finds herself captivated by the attention of her charismatic and unusual neighbour. Anne's plan to renovate Shibden Hall is also stepping up a gear, and her determination to sink her own coal mines brings her into the path of local magistrate Christopher Rawson and his brother Jeremiah.

Despite mutual acquaintances begin to chatter about their relationship, Anne confides her hopes for a future with Ann Walker to her aunt. Meanwhile, the Rawson brothers step up their attempts to out-maneuver her in the coal business, and Marian grows annoyed that her sister is treating Shibden like a hotel.

The widowed Reverend Ainsworth arrives in Halifax with his sights set on Ann Walker's hand in marriage. Aware that Ainsworth's attentions are stirring up painful memories for her lover, Anne sets out to deal with the clergyman in her own inimitable manner. However, she soon realizes that there are greater demons inside Ann Walker's troubled mind.

With Ann Walker's mental health in an alarming downward spiral - and her overprotective relatives watching over her – Anne Lister is forced to contemplate travelling alone, despite her family's warnings that to do so would raise eyebrows. Meanwhile, Anne reopens her coal-mine negotiations with the Rawson brothers, and Thomas Sowden's secret casts a cloud over his budding relationship with Suzannah Washington.

Before setting off for Europe to escape the heartache of her doomed relationship with Ann Walker, Anne invites Christopher Rawson to Shibden to rebuke him for publicly insulting Marian. Undeterred by his warnings that her accusations will have dangerous repercussions, Anne comes up with a bold, reckless strategy to finally sink her own pit and expose the Rawsons' industrial-scale theft of her coal.

Following a four-week journey from Paris to Copenhagen, Anne finds acceptance and appreciation in Danish high society, stepping out of her sartorial comfort zone to attend a birthday ball hosted by Queen Marie. When difficult news arrives from Shibden, Anne is faced with the decision to stay in Europe or go back home.