The episode starts with a 1930 setting of a detective investigating strange going-ons in New York, however it is a visual representation of the book that The Doctor is reading. The Doctor has taken his two companions Rory Williams and his wife Amy Pond to New York to experience the city and have a picnic. The book the Doctor is reading is written by Melody Malone which unbeknown to him at the time is an alias for River Song.
Rory disappears when he goes off to get some shopping at which time the Doctor realises whats going on and both him and Amy return to the TARDIS. Rory somehow turns up in 1930's America but doesn't know how although we know its because of a cherub Weeping Angel .
Also in this time period is river Song who finds Rory and they are both captured by Mr Grayle who separates them. Grayle locks Rory in a cellar where there are a number of cherub angels whilst Grayle deals with River Song.
The Doctor has difficulty landing in 1938 where the book is set but after a few tries, the Doctor is able to land in 1938. The Doctor and Amy meet up with River Song but Rory is nowhere to be seen. He was in the cellar but Rory managed to escape outside.
Rory's wanderings take him to Winter Quay apartment block where he finds another version of him in bed. The other version of him is being sucked of energy by Angels and eventually the older Rory dies. Rory is eventually reunited by his wife and the Doctor. Before anyone can stop Rory, Rory leaves the room and heads to the roof. Attempts by the Doctor and Amy to join him are thwarted by the Angels.
On the Roof, Rory plans to commit suicide therefore creating a paradox and hopefully causing the incident from never happening. The Doctor advises against it but Amy decides she wants to go with him and together, the Williams jump off the building together.
Rory's plan worked and they all wake up in a present day New York graveyard with the Angels gone. At the last moment, an angel appears and sends Rory back into the past. The Doctor is unable to do anything about it. Amy says she wants to go with Rory and despite the Doctor's objections, Amy joins Rory.
A gravestone in the graveyard that they woke up in has a stone with the name of the ponds stating they lived to 82 and 87.