The Four Last Things is set in 2007 North London when a young girl is kidnapped by a serial killer who calls herself Angela Wharton or 'Angel'. The show starts with the ordination of a female curate - Mary Appleton - as the first female curate in the fictitious diocese of Roslington. However, she is heckled by an old lady called Audrey Oliphant. Her carer, Angela Wharton, also appears in the background behind the altar. Her parents are sent on a wild goose chase after 'Angel' leaves a number of child's body parts around the city.

We go to 1987 when Angel (Rosie) is 16 and applying for university, in Roth, in 1987 starting with her exams finishing and her going to stay with her father, the parish priest only to find out he has been married.

Going back even farther, this episode focuses on Rosie's childhood when her father was a dean at Roslington Cathedral in 1973. Wendy Appleton comes to stay with the family after breaking up with her husband and finds her friend's marriage is in just as bad a shape.