In contemporary New York, the Doctor and the Ponds are picnicking in Central Park. The Ponds are growing irritated by the Doctor who is reading aloud from a detective novel by Melody Malone. The Doctor notices that Amy now wears reading glasses. He tells her that they make her eyes look "all liney" and then realises that this is not an effect of the glasses. Rory goes off to get coffee and Amy asks the Doctor to read her a story. Before he does, he rips out the last page in the book, telling her that he hates endings and that, without the last page, the story goes on forever.
Returning with the coffee, Rory hears the sound of children giggling. A cherub on a fountain disappears and the laughter seems nearer.
The Doctor pauses in his reading when the narrator of the story confronts a skinny guy who is getting coffee for the Doctor and Amy. He greets her as "River". Amy asks the Doctor where he got the novel but he says he just found it in his pocket.
Rory finds himself in night-time New York with River Song (or Melody Malone), being bundled into a car by two men with guns. The Doctor and Amy run back to the TARDIS and Amy consults the novel which tells her that all this happened on 3rd April, 1938. It also says that landing in 1938 New York is impossible due to severe time distortions. Outraged, the Doctor tries the trip anyway but is returned to 2012. He lands in a cemetery. Amy consults the novel and finds that the Doctor is going to break something but he tells her to stop reading because knowledge of the future can lead to events becoming fixed in time. If Rory dies in the book he will be dead in life. He tells her that once something has been read it is written in stone. As he and Amy reenter the TARDIS, the camera pans across the graveyard and reveals Rory's gravestone.
River and Rory are driven to Grayle's mansion. On the way she tells Rory that she managed to get through the distortions by using a Vortex Manipulator, less bulky than a TARDIS. Rory isn't sure how he travelled. They are taken into the mansion, which is surrounded by Angels. In the novel, Melody comments on the gangster's collection of Qin Dynasty artifacts. The Doctor promptly returns to 221 BC, China, and has the message "Yowzah" painted onto a vase.
River is taken to Grayle's office, Rory is thrown into the basement with "the babies" and given a box of matches by Grayle's henchman, who tells him that he'll last longer with them, which is funnier (to him). Rory hears the giggling again and lights a match. He finds several cherubs are in the cellar with him. He lights more matches until one of the cherubs closes in on him and blows his match out.
River spots the word "Yowzah" on a vase and sends the same word to the Doctor via her manipulator. He receives it on the scanner and sets the TARDIS controls to lock onto her co-ordinates. River looks through Grayle's collection and draws aside a curtain to reveal a chained statue. It is damaged. Grayle says that he needed to know if they felt pain. River replies that they do, and the others are outside because they can hear this Angel's screams. Grayle says that "they" are everywhere, but no one seems to notice. Grayle turns off the lights and the Angel grabs River's wrist. Grayle says that River is going to tell him everything she knows about them.
The TARDIS lands and knocks Grayle off his feet. The Doctor steps out and surveys him before going over to River. She tells him that she has been released from prison because the Doctor apparently never existed; she adds that she is also now a professor. The Doctor tells River they have to break her wrist to get her free. She wonders why they can't break the Angel's but the Doctor tells her Amy read it in a book that River has yet to write.
River agrees that they mustn't read on but Amy suggests that they can read the chapter titles. Thus, she learns where Rory is and rushes off. As she leaves, the Doctor reads them too and sees the last chapter is l "Amelia's Final Farewell".
The basement is empty so Amy returns to the Doctor who is deep in thought, considering the alternatives. River joins him with her scanner, saying that she has traced Rory to Winter Quay, still in the same time as them. The Doctor is overjoyed to see River escaped without having to break her wrist to get free, but when he grabs her hand to take her to the TARDIS she grimaces in pain. He heals her wrist with some of his regeneration energy, which only makes River angry. She storms off, followed by Amy who asks River why she lied. River tells her that they should never let the Doctor see the damage, nor should they let him see them age: he hates endings. They take a car and drive off to Winter Quay, but leave the mansion's door open to the other angels.
They arrive at Winter Quay. Rory has been exploring on the same floor the detective earlier. Rory has found a room with his name on it. There is an Angel blocking the end of the corridor. As the others arrive Amy embraces Rory and they enter the room. Inside is an old man who calls to Amy. She recognises him as a very old Rory. As he holds her hand he dies. The Doctor tells Rory that this means the Angels will keep him there till he dies; he will live out his life alone in the room. The Angels, it seems, have built Winter Quay as a battery farm so that they can feed at will. Rory says that he will run away. The Doctor says that he can't escape a future that is already written but River says that, if he can get away a paradox is created, the farm will be poisoned and the Angels will die.
Amy and Rory decide to make a run for it, but the Doctor and River are trapped in the room by the Angels. Amy and Rory find Angels blocking the way down the stairs so they run up to the roof. The Statue of Liberty is waiting for them. While Amy keeps it at bay by staring at it, Rory steps onto the parapet to commit suicide. Amy tries to stop him but he tells her that he always comes back from dying, convincing her to jump too. The Doctor and River reach the roof as they jump.
They find themselves in the cemetery in 2012 New York. The Angels are gone. The Doctor decides they can celebrate with a family outing. As they enter the TARDIS, Rory notices a gravestone with his name on it. He stops to look and vanishes, touched by a last surviving Angel. The Doctor tells Amy that he cannot go back to rescue Rory, re-entering New York at that period could destroy the city. Amy asks if she would be sent back to Rory if the angel touched her. The Doctor says that nobody knows but River tells Amy she should try. Amy and River hold hands for the last time. The Doctor pleads with Amy not to do it but she turns to him and says, "Raggedy Man, goodbye." The Angel touches her and she vanishes. The gravestone now holds Rory and Amy's names, saying they died aged 82 and 87 respectively.
In the TARDIS, the Doctor apologises to River because Amy and Rory were her parents. River says that it doesn't matter, but what is important is that he should not travel alone. He asks her to travel with him and River replies that she would be delighted to, just not all the time. She adds that "one psychopath per TARDIS" is more than enough. She goes up the stairs to start writing Melody Malone's book and says that she will send it to Amy to get it published. She adds that she will get Amy to write an afterword. The Doctor remembers that he tore out the last page and rushes back across New York to their picnic site. He reads Amy's message that tells him both she and Rory lived good lives and still love him. She also asks that he never travel by himself. Amy has a final request for him; he should go back to the morning she waited for him as a little girl and tell her younger self of their adventures together and about the man that she will fall in love with.
Young Amelia runs into the garden and sits on her suitcase to wait. She turns her head as the sound of the TARDIS is heard.