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The Doctor, Amy, and Rory, while en route to the Day of the Dead festival in Mexico via the TARDIS, instead arrive at the small American Frontier town of Mercy. The Doctor is curious as to a ring of stone and wood that surrounds the town's border and the availability of electricity to the town ten years too early. They learn from the town's marshall, Isaac, that they have been kept within town for the last three weeks by "The Gunslinger", who uses alien weaponry to threaten to kill anyone trying to leave town and blocks the town from receiving any supplies. The Gunslinger has demanded the town turn over "the doctor", which the Doctor deduces is not himself but a humanoid alien hiding in the marshal's jail. The alien introduces himself as Kahler-Jex, who had crashed on Earth about ten years earlier, and was rescued from his craft by the town; in return, Jex has helped the town as their physician, ending a cholera outbreak and providing the town with primitive electricity. However, the town's food supplies are nearly empty, and while the situation has become more dire, the marshal is reluctant to hand over Jex.

The Doctor offers to get the TARDIS and evacuate the town, riding off on horseback to collect it while Isaac and Rory distract the Gunslinger. The Doctor comes across Jex's craft and enters it, though in doing so he sets off an alarm heard across the plains. He reviews Jex's records and discovers that Jex was part of a team of scientists from his war-torn homeworld that experimented on a number of volunteers to convert them into cyborgs, who either died or killed countless people in the battle. Aghast, the Doctor leaves the ship to find the Gunslinger waiting for him, and he realises that the Gunslinger is one of Jex's subjects. The Gunslinger affirms that he is seeking revenge on those that created him, with Jex being the last member alive; he further explains that his programming prevents him from harming innocents, creating the ring around Mercy to protect the townsfolk while Jex is in their care, but demands of the Doctor that the next person that crosses that line must be Jex.

The Doctor returns to Mercy and angrily drags an apologetic Jex to the edge of town, followed by his companions and the concerned townsfolk. As he forces Jex to cross the line, Amy asserts that the Doctor has changed for the worse from months of travelling on his own. The Gunslinger arrives and holds his weapon to Jex; Jex tries to offer that he has become better and rejects his past actions, but this does not sway the cyborg. As the Gunslinger is about to fire, Isaac pushes Jex out of the way, taking the lethal shot. Isaac's final action is to hand his marshal badge to the Doctor and ask him to protect the town. The Gunslinger leaves, warning that he will return at noon tomorrow to collect Jex, even if it puts the townspeople at risk.

During the night, Jex explains his guilt to the Doctor, trying to repent for his past knowing what will await him in his afterlife. An angry mob of townsfolk arrive to demand Jex, but the Doctor warns by doing so they would have not honored Isaac's death. Further discussions with Jex provide the Doctor with an idea for a plan. The next day, when the Gunslinger arrives the Doctor distracts it by amplifying the electricity sent through town, while other townsfolk, wearing makeup applied in the same fashion as Jex's facial markings, dash between buildings to confuse the cyborg. Jex flees out of town to his ship as the Doctor planned, but instead of returning to space, Jex initiates the ship's self-destruct. Before he dies, Jex explains that no matter where he goes, the Gunslinger will follow and more innocents will be caught in the crossfire and that he truly wishes to repent of his past actions, that his last act will be to end the war for the Gunslinger and go face the souls of those he wronged. The Gunslinger becomes desolate with his quest for revenge complete and the realization that Jex was no worse a person than he is, and is ready to self-destruct far away from town, when the Doctor offers that he be the new marshal.

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