Recently widowed well-to-do Mrs. Laura Henderson (Dame Judi Dench) is at a bit of a loose end in inter-war London. On a whim, she buys the derelict Windmill theatre in the West End and persuades impresario Vivian Van Damm (Bob Hoskins) to run it, despite the fact the two don't seem to get along at all. Although their idea of a non-stop revue is at first a success, other theatres copy it and disaster looms. Laura suggests they put nudes in the show, but Van Damm points out that the Lord Chamberlain, Lord Rowland Baring, 2nd Earl of Cromer (Christopher Guest), who licenses live shows in Britain, is likely to have something to say about this. Luckily, Mrs. Henderson is friends with him.