After ambushing Black Kettle's camp, General Custer enters the town carrying wounded soldiers and Indian prisoners, including Cloud Dancing, whom Custer threatens to kill if Dr. Mike does not treat his men before the injured braves.

Later, Dr. Mike treats Cloud Dancing's broken arm while he remains shackled in the livery after Custer's interrogation. When Custer jokingly hauls Cloud Dancing before a firing squad that fires blanks, Dr. Mike and Sully engineer Cloud Dancing's escape.

Meanwhile, Olive opens a Hurdy Gurdy, recruiting girls from the immigrant camp and a reluctant Loren, Horace and Jake for the band. Matthew buys all of Ingrid's dance tickets then shyly confesses that he doesn't know how to dance. Robert E. and Grace exchange looks. Robert E. is still burned from The Visitor (#3).

Mike is called away to Soda Springs to help with an outbreak of influenza and Sully promises to stay with the children. Sully plays ""Mr. Mom"" but the kids grow restless. While out exploring caves with Brian, Sully is shot trying to intervene between the Indians and the cavalry. When the smoke clears, Brian can't locate Sully and goes to town for help. The Reverend helps the kids hide Sully, who now has a bounty on his head. They take Sully to the cave for safety. Colleen enlists the Reverend's help to bring supplies from the clinic, but he is spotted by Hank and Jake, who are out for the bounty. They knock Hank out and tie him up, but when Colleen is forced to remove the bullet, she must employ Jake's assistance to save Sully's life. When finally they ride back into town, the Cavalry tries to arrest Sully for blowing up the railroad, but the townsfolk provide Sully with an alibi preventing his arrest.

Catherine, a beautiful blond woman captured by and raised with renegade Indians, is brought to Colorado Springs by soldiers when her tribe, which includes her husband, is wiped out, leaving her the sole survivor. She initially earns the townsfolks' sympathy, then their contempt when she rejects their gestures of kindness, doesn't know the language, and falls down into an epileptic fit. Indeed, her Indian name was ""Shivering Deer"" thanks to her grand mal epileptic seizures.

Mike takes her in, but the only members of the family she trusts and feels comfortable with, especially with her faltering English, are Sully, then Brian. Brian, however, becomes decidedly less enamored of her when he accidentally glimpses Catherine kissing Sully. Later, when Brian confronts Sully, he doesn't understand Sully's distinction between ""being kissed"" and ""kissing someone,"" and troubled, tells Mike about it.

Meanwhile, Jake, in a conversation with Loren and Dorothy about what marauding Indians do to white

Mike and Sully get caught in the crossfire when, while visiting the Indian reservation, they see renegade Dog Soldiers shoot some Cavalry men. Mike is kidnapped in retaliation when the Indians discover she told Custer what happened; Sully vows to find her. Meanwhile, Brian falls in love with a horse Hank wins in a poker game.

Sully sets out to rescue Mike. Meanwhile, Custer takes the Indian reservation hostage, threatening to hang everyone unless Mike is returned. Brian works off the cost of the little horse; but Hank reneges on the deal, inciting Loren's wrath. Mike and Sully return to town just in time to keep the Indians from getting hanged. Hank, not anxious to pay double for all his goods at the General Store, delivers Taffy to Brian on his birthday, declaring that, ""Sometimes it's just good business for a man to keep his word.""

After discovering a badly injured Loren, Sully must battle his own demons in order to save him.