The Wild West

An alien humanoid is chased down by a cybernetic being, with a very large gun instead of an arm. The alien tries to plead with and then attack the cyborg only to be fatally shot. Just before the alien dies he asks if he is the last but the cyborg replies that there is one more: "The Doctor".

The Doctor, Amy, and Rory, while en-route to the Day of the Dead celebration in Mexico, arrive at the small American Frontier town of Mercy. When they explore the town The Doctor becomes curious as to why there is a ring of stone and wood surrounding the town. He is even more curious about the availability of electricity to the town – which is about ten years too early.

When they enter the Saloon, and The Doctor introduces himself, the locals become angry, especially after getting him to admit he is an alien. The locals grab The Doctor and his travelling companions and drag them out of town, throwing The Doctor over the circle. The cyborg then approaches the defenceless Doctor. He is saved by Isaac, the town's Marshal, who points out that The Doctor is not the same doctor that the stranger wants.

Exploring Mercy

They learn from Isaac that they have been kept within the town for the last three weeks by "The Gunslinger", who uses alien weaponry to kill anyone trying to leave the town and has also been blocking the town from receiving any supplies and at this rate the people will starve to death unless something can be done. They also learn that The Gunslinger has demanded the town turn over "The Doctor", which The Doctor deduces is the alien being that is 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 occupants of Mercy. In return, Kahler-Jex has helped the town as their physician including ending a deadly cholera outbreak and providing the town with primitive electricity. However, the town's food supplies are nearly depleted, and despite the situation becoming direr with each passing day, the Marshal is reluctant to hand over Kahler-Jex to The Gunslinger. The Doctor though wants to know what Kahler-Jex may have done to give rise to The Gunslinger's wrath but Isaac defends him saying Mercy is a place of second chances and the townsfolk have taken him in.

Not Such a Warm Welcome

The Doctor offers to use his TARDIS to get Kahler-Jex off-world, riding off on horseback to collect his time machine while Rory and Isaac (who is dressed in Kahler-Jex's jacket and hat) attempt to distract The Gunslinger. However, instead of going to his TARDIS The Doctor comes across Kahler-Jex's spaceship, surprisingly undamaged. He enters the craft, though setting off an alarm heard across the plains, and reviews Kahler-Jex’s records, discovering the truth about Kahler-Jex – that he 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 spaceship only to find The Gunslinger waiting for him. The Doctor realises that The Gunslinger is one of Kahler-Jex's subjects who is looking for revenge. The Gunslinger explains that its programming prevents it from harming innocents – hence the ring of wood and rocks that protects the townsfolk. The Gunslinger then gives The Doctor an ultimatum: send Kahler-Jex out or the next person who tries to leave town will be killed.

The Doctor then returns to Mercy and angrily reveals to Amy, Rory and Isaac the extent of the alien's crime. Kahler-Jex though defends his actions; his planet was being decimated by a war and the scientists were ordered to create a weapon to end it. They did and the cyborgs defeated the enemy in a week before being dismantled. However, The Gunslinger was damaged in the field, destroying part of its programming and leading to the re-emergence of its original personality. Horrified and enraged by what was done to him, he escaped and has been hunting down the team that turned him into a monster and Kahler-Jex is the last on his list.

The Gungslinger

Even more enraged The Doctor drags the apologetic Kahler-Jex to the edge of town, followed by his companions and the concerned townsfolk. As soon as he forces Kahler-Jex to cross the line The Gunslinger arrives, and prepares to shot as Kahler-Jex pleads that he has changed his ways and now rejects his past actions, but this does not sway the cyborg. As the Gunslinger is about to fire, Isaac pushes Kahler-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 tomorrow at high noon to collect Kahler-Jex, even if it puts all the townspeople at risk.

The following day, at midday, The Gunslinger arrives and The Doctor distracts the cyborg by using his sonic screwdriver to amplify the electricity through town, while some of the other townsfolk, wearing makeup applied in the same fashion as Kahler-Jex's facial markings, dash between buildings to confuse the cyborg. This enables Kahler-Jex to flee out of town to his spaceship just as The Doctor had planned. The Doctor’s plan nearly works until the cyborg sees one of the men clearly and realises he has been tricked. But Kahler-Jex has had enough time to reach his spaceship but is torn with concern for the people who helped him. So instead of taking off, Kahler-Jex initiates the spaceship's self-destruct, thanking The Doctor and town before he is destroyed.

With the death of Kahler-Jex The Gunslinger becomes desolate, now that his quest for revenge is complete, and refuses The Doctor's offer to return him home; he is a weapon without a purpose and so will walk out into the desert far away from the town and self-destruct. The Doctor though offers The Gunslinger an alternative.

And so as Mercy recovers from the previous weeks, and The Doctor and his travelling companions say goodbye, The Gunslinger remains on the outskirts of the town as its protector, with Isaac's Marshal badge pinned to the cyborg’s clothes.