London, 1937. Mrs. Laura Henderson (Academy Award winner Judi Dench), a woman of wealth and connections, has just buried her beloved husband. And now she's bored. At 69, she is far too energetic and vital to fade into gentle widowhood. What she needs, says her friend Lady Conway (Thelma Barlow), is a hobby. Collecting diamonds, perhaps? Or doing charitable works? But, to the shock of her friends she instead buys a theatre - the Windmill Theatre in the heart of Soho. She knows nothing about running it, so she hires a manager: enter Vivian Van Damm (Bob Hoskins). Their love-hate relationship sparks fireworks – and historic innovations in British theatre. Van Damm's idea is "Revuedeville" or nonstop entertainment. It is a first, and the Windmill is packed, until other theatres copy it. Then, it's Laura's turn to devise another first; 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 the Windmill in the first place.