At the end of the 19th century, in London, Laurie Mell leaves the local Saloon after a night of entertaining the patrons with her singing.
After giving her goodbye to Mr. Fowley, the bar owner, this pretty redhead girl in a red-striped dress and black high heels doesn't cherish going home alone. But the girl gets an idea when she spots an occupied hansom carriage sitting across the street from the wax museum. Strolling up, Laurie propositions the occupant about having a quick prostitution session. But things go awry when she discovers that the passenger is Sergeant Hawks, a Scotland Yard detective. Keeping an eye on the museum because of some wicked happening there, the Sergeant is in no mood for what Ms. Mell is selling. Once Laurie extracts herself from an awkward situation, she reconciles that she'll be spending the night alone, or so she thinks.
As she walks down the desolate foggy street, Laurie hums a tune that's accompanied by the sound of her footsteps. But then the pretty girl thinks she hears someone else's footsteps behind her. Coming to a stop, the red-haired girl looks over her shoulder, but there is nothing but silence as she sees nothing past the pale wall of fog.
Continuing on her way, Laurie continues humming as the clicking of her heels keeps her company. But almost immediately, she hears what sounds like footsteps that are not her own.
The red-headed girl spins around, and that sound immediately dies. Nevertheless, concern fills Laurie since she is unsure if she's hearing the echo of her footsteps. Taking off down the street at a quick pace, the red-headed girl can only hear the loud clicking of her heels. But when Laurie abruptly halts, she confirms her suspicions when she hears the sudden shuffle of someone else's feet coming from the thick fog behind her. Suddenly filled with fright, the pretty girl makes a run for it as her unknown stalker proceeds after her.
Feeling she can't escape her pursuer, Laurie ducks into a darkened doorway to hide. Hearing Footsteps in the fog getting louder, the red-headed girl is surprised when a police Bobby appears out of the mist. But unfortunately for Laurie, she realizes too late that this person in the constable's uniform is no old bill.
A short time later, in the wax museum, a noise downstairs awakens Margaret Collins, the owner's niece, and her governess, Mrs. Hawthorn.
When these two ladies go to investigate, they discover that the wax display of Marie Antoinette has a new edition; Laurie's severed head sitting at the base of a guillotine.