The Doctor and Donna visit the planet of Shan Shen and tour the markets. When the Doctor pauses at a booth, a fortune teller attracts Donna's attention and invites her to a free fortune telling. Donna agrees and enters the fortune teller's tent. The woman notes that Donna travels with a "remarkable" man and tries to pin down when Donna met him. Taken aback, Donna reluctantly talks about how she was working as a temp and starts to remember: each memory seems to ring a momentary twinge. She's unaware of some… creature crawling toward her on the floor. The fortune teller pushes the matter, asking what choice Donna made that led to her getting the temp job. Donna remembers her mother Sylvia insisting that she get a permanent job with a friend, and turning left to go to the temp job. The fortune teller seizes on the memory and tells Donna to turn right. Donna balks, but the creature, a giant beetle, crawls onto her back and attaches itself to her.
Donna turns right and history rewrites itself. The next Christmas Eve, Donna gets a promotion and celebrates with her friends, including Alicia. Alicia keeps staring at Donna's back but Donna doesn't see or feel anything. A man rushes into the bar saying that there's a Christmas star in the sky. They run outside to see the Racross spaceship, which opens fire. As U.N.I.T. tanks move in, Donna follows them and sees the soldiers take away a corpse: the Doctor. The soldiers confirm that the Doctor wasn't able to get out in time and drowned before he can regenerate. As Donna looks on, a mysterious blonde woman comes up behind her. The mysterious woman determines who Donna is and says that something is wrong. Like Alicia, the blonde woman seems to see something on Donna's back that Donna herself can't see. Donna turns to try and see it but when she turns back the woman has disappeared.
Later, Donna's employer fires her since their company is losing money due to the devastation caused by the Racross attack. A shock wave vibrates the building and they go to the window to see that a nearby hospital has disappeared. Later as Donna packs up her belongings, including a raffle ticket, the news announcer informs the viewers that the hospital has reappeared but that everyone is dead except for a medical student, Oliver Morganstern. Morganstern talks about how the hospital was teleported to the Moon by talking rhinos and the others hospital residents suffocated: fellow student Martha Jones gave him the last of her oxygen to ensure his survival. At home, Donna watches with Wilfred and Sylvia as the newscaster relates Morganstern's story of how an investigative reporter, Sarah Jane Smith, used a MRI to somehow drive the aliens off but she died along with her friends Luke and Marie. Donna is skeptical but Wilfred warns that alien sighting have become more common in the last few years.
Donna goes out walking and sees a flash of energy in a nearby alleyway. She goes and finds the same mysterious blonde woman, wearing the exact same clothing as from Christmas Eve. The blonde woman still sees something on Donna's shoulders even though Donna can't, and suggests that Donna use the winning raffle ticket to leave London the next Christmas. The woman refuses to identify herself and Donna angrily leaves.
Donna decides to treat Sylvia and Wilfred to a Christmas vacation and they go out to the countryside. As they wake up on Christmas morning, the maid comes in with breakfast and is frightened by what she sees on Donna's back. They're interrupted with the news broadcaster informs the viewers that a replica of the Titanic is falling out of orbit and heading directly for London. He's abruptly cut off as the TV goes dead, and everyone runs outside to see a mushroom cloud over London.
The Nobles are relocated to Leeds along with millions of other refugees, and find themselves in a flat with foreigners. Wilfred believes that the Americans will send financial aid for the rebuilding, until they get word that 60 million Americans have died, dissolving into fat blobs that were scooped up by alien spaceships. Donna tries to assure an increasingly depressed Sylvia that she'll get work and things will get back to normal. However, cars start emitting poison gas from the ATMOS anti-pollutant devices. A soldier almost shoots Donna, thinking there's something on his back. Donna sees another energy burst and finds the blonde woman waiting for her. The woman explains that ATMOS-equipped cars across the planet are emitting poison gas. She looks up to the sky and explains that a team from Torchwood is fighting the invaders. The sky suddenly bursts into flame as the gas is ignited. The woman says that two of the team, Ianto Jones and Gwen Cooper, are now dead and their leader, Captain Jack Harkness, is now a prisoner on the Sontar homeworld. She asserts that none of this was supposed to happen and that the Doctor was supposed to prevent everything. The Doctor was supposed to survive but Donna wasn't there to convince him to leave in time to avoid dying. Donna has no memory of any of this but starts to have flashes of memory. She wonders what else could possibly happen that would be worse, but the mystery woman says that "the darkness" is coming, a darkness so vast that it pulled her from a parallel universe that is also in danger. She insists that Donna is important but warns that even if Donna comes with her, Donna will die. She notes that Donna has no choice and warns her that in three weeks she should be with Wilfred when he uses his telescope.
The foreign refugees in the Nobles' flat are transported to labour camps, and try to put a good face on it. However, Wilfred remembers the last time people were put in labour camps and the army refuses to answer any questions. That night, Donna goes with Wilfred as he looks at the sky… and they realize that the stars are going out one by one. Donna turns to go and finds the mysterious blonde woman waiting for her.
The woman takes Donna to a U.N.I.T. base to meet Captain Magambo. Donna is puzzled by the police call box that they have hooked up to their equipment. The blonde woman invites Donna inside to show that it's bigger on the inside than the outside. Impressed, Donna is in a more receptive state of mind and the woman explains that the police box, the TARDIS, belonged to the Doctor. Although it is in a state of shutdown they can drain some of its power. They put Donna in a circle of mirror and reroute power from the TARDIS to show her what's on her back: a large beetle-like creature. The blonde woman warns that it is in a state of temporal flux and can't be removed, and feeds on temporal changes. Donna insists she's nothing special but the blonde woman explains that they've used the TARDIS to track down the key moment when Donna's action doomed the Doctor. They plan to send Donna back to that moment so she can stop her past self's action and make sure the Doctor lives. Donna reluctantly agrees but becomes upset when the blonde woman refuses to confirm that Donna will survive to share the new future.
Donna arrives in the past but is a half mile away and four minutes short of the critical moment. She runs down the street but realizes that she won't make it. To stop her past self's actions, Donna throws herself in front of a van. The traffic backs up and past Donna has no choice but to turn right. Donna is dying and the blonde woman appears to whisper two words in her ear: a message to the Doctor.
In the real world, Donna wakes up as her memories rewind and everything is restored to normal. The beetle drops from her back, dead, and the fortune teller flees in terror from Donna, wondering what kind of power she has. The Doctor arrives and determines the beetle-creature is the tool of the Trickster Brigade, which use it to alter someone's history. He's puzzled by the fact that it created an entire parallel world from Donna and notes that something similar happened at the Library. Further, he's concerned at how coincidence has brought them together again and again. Donna starts to remember the events of the parallel world. When she describes the blonde woman, the Doctor recognizes her as… Rose Tyler.
Donna finally remembers the two-word message: "Bad Wolf." The Doctor runs outside in a panic, and sees that the words have appeared on signs and banners all across the marketplace. He runs to the TARDIS only to find that all of the lettering has been replaced with "Bad Wolf" as well. He runs inside with Donna to find that the Cloister Bell is ringing, warning of the imminent death of the universe.