London, 1937. Mrs Laura Henderson, a woman of wealth and connections, has just buried her beloved husband. And now she's bored. Friends suggest she finds a hobby and to their amazement she buys the Windmill Theatre. Newly appointed manager, Vivian Van Damm, is shocked by the outrageous, provocative and eccentric Mrs Henderson. When business begins to fail she comes up with a new idea to get the crowds back - put naked girls on stage! But as the bombing of London begins, the government threatens to close the theatre. Mrs Henderson's fighting spirit is revealed - and so is the secret that drew her to buy the Windmill in the first place.