The film opens in a happy, comfortable upper middle-class home in Edwardian London. One night in 1905, the three children see their father usher two strangers into his study. After an argument he leaves with them and does not return. They and their mother fall on hard times and eventually move to a cottage in the country. Yet they keep their spirits up and find ways to help others. Fascinated by the nearby railway, they wave to the passengers faithfully every day, and their vigilance and courage prevent an accident. Their kindness makes friends of some important people who can help solve the mystery of their missing father.