Penny Dreadful continues with a heartfelt and philosophical episode: "Battlin' Bob Ford - Pugilist From the Future!" is more of a stand-alone character study than an exploration and continuation of the sprawling Penny Dreadful mythology, though the episode does contain those elements as well. It was also the most successful Penny Dreadful episode to date in terms of attendance - so much that Sunday matinee performances have been added for all future Penny episodes.

Episode 4 begins in a New York prison, November 2012, where we find our hero, Robert Ford (Aaron Baker), in his cell. Ford is haunted by the voice of Pfc. Dale Templeton (an offstage Jerod Hobbs), a young soldier under his command while in Iraq. Templeton taunts Ford, reminding him of a bad decision he made while drunk and which resulted in Templeton's death.

We meet one of the prison guards, Brogan 'Brutal' Howell (Kent Meister), with whom Ford has a close friendship. Ford expresses his feelings of guilt and regret regarding Templeton's death to Brogan, and we find out that getting drunk is also what got Ford in prison. There was a woman in a bar whose honor needed defending, and Ford fought with the man a little too hard. Ford marvels at his ability to kill a man with his own bare hands, and is frightened by it as well.

Later, Ford is shadowboxing and tells Brogan about what the sport of boxing used to be like a century ago, before it became big business, back when it was 'pure.' Ford gets a little too physical with Brogan, which leads to an argument. Ford is then alone in his cell, pleading with Brogan to take him to solitary, as he has "a bad feeling" about something. Brogan ignores him, and Ford calms himself down somewhat by telling of his estranged wife and child, and how he forgets what they look like until they come for their visits, which are becoming more infrequent. He wonders if they feel embarrassed and ashamed every time they come for their visits, as the guards and prison staff know they're the wife and child of a prisoner.

Just then, Ford is enveloped in a strange light, and is gone. The Great Switcheroo has occurred.

We are now outside a bookshop in London, March 1908, where we find science fiction author H.G. Wells (Josh Mertz) reading from his novel, The Time Machine. After the reading, he is approached by Ford, who tells him that he has traveled through time without a machine. Wells at first dismisses him as yet another odd (and perhaps insane) fan, but there's something about Ford that makes him at least want to believe him...

Outside a cafe, Ford has told Wells his story - about how he suddenly found himself on the stage of the Magical Mister E in New York that night in November 1907, how he ran from the stage and started to try to find a way back to his own time. The only thing Ford could find in the library that was at least somewhat related to his situation was Wells' novel, so he stowed away on a ship to London and sought the author out. Wells tells him that The Time Machine is a work of fiction and the best thing for him to do is to hire a Pinkerton detective to find the Magical Mister E.

We then find Ford on a train from New York to San Francisco, November 1908. Ford is once again haunted by the voice of Templeton, who marvels at Ford's boxing abilities during his time as an amateur pugilist in London. After Ford's meeting with Wells, he had to make some quick money to get back to the States, and thanks to the London Olympics taking up most of the fighters, the local matches were looking for some new talent. Ford made enough money to get back to New York, where he became a Pinkerton detective in the hopes of tracking down the Magical Mister E. Also, as a boxer, Ford learned how to defend himself with his hands without killing anyone.

Tired of Templeton's taunting, Ford decides to create a ghostly figure that's better company, and imagines that Brogan is with him. He begins talking with Brogan, just like they used to when Ford was in prison, and through their conversation, we learn of Ford's latest assignment as a Pinkerton detective - he is the personal bodyguard of Abigail Pierce (Becky Byers), the 18-year-old daughter of the San Francisco tycoon, Cyrus Pierce (Bryan Enk). Ford is currently escorting Abigail back to San Francisco after she was sent to New York to live with her aunt. Abigail is a self-described anarchist, a "student of Emma Goldman" and quite the problem child for her aristocratic and respectable family. As she re-joins Ford on the train, we also find out that the two of them have fallen in love.

We are then in Ford's office in San Francisco, February 1909. Ford has decided to stay in San Francisco to be close to Abigail but is still looking for Mister E. He has tracked the magician down to Denver and is about to depart on the next train when he is visited by Lord Onslow (an on-stage Jerod Hobbs). The Pierce family has arranged for Abigail to marry Lord Onslow, a "proper" husband in the eyes of high society. Ford exchanges a few tense words with the arrogant Onslow and then leaves to find Mister E.

March, 1909. Ford has just returned from seeing Mister E in Denver (we saw their tragic meeting in Episode 3) and finds Abigail outside a flower shop, where she is reluctantly choosing flowers for her wedding with her drug-addicted mother, Martha Pierce (Christiaan Koop). Abigail throws herself into Ford's arms, and the two of them decide to run away and get married. Ford believes that with Mister E dead, there's no chance of him ever getting back to his own time, and is overjoyed to find a second chance at life in this time, with Abigail.

We then find Cyrus Pierce alone in his study, drinking heavily. A mysterious phone call has him agitated, and he sits in his chair, as if waiting for someone. Just then, Ford enters to confront his fiance's father, and Pierce at first seems in awe of him before becoming the indignant and defensive. Their tense conversation climaxes with Pierce suddenly attacking Ford, injecting him twice in the neck with a syringe (creating a wound that could very well look like the bite of a vampire). As Ford lays dying on the floor, a shaken and half-crazed Pierce makes a long distance phone call to New York, telling the unknown party on the other end, "I have him. I have our Future Man!" Pierce also opens a drawer to reveal a white mask...

The episode ends back in Ford's prison in New York, November 2012, where we find Penny (Jessica Savage), the Magical Mister E's assistant, in the interrogation room. Brogan tells her that everyone on the prison staff is more than a little confused, as Ford was in his cell one minute, and the next minute, Ford was gone and there was Penny. Penny tells Brogan that she's a great escape artist and that she could leave the prison at any time. Suddenly, the lights go out, and when the emergency lights kick in a few seconds later, Penny is gone. A great escape artist, indeed!