A circus comes to Walnut Grove. Everybody is helping set up, except Nels Oleson. His long, lost sister is in the circus. Only Mrs. Oleson believes her husband's story about his sister. Nels is nominated to be the announcer at the circus. When he announces his sister, he says, ""My sister, Annabelle."" These words lead to Nels and Annabella becoming very close siblings.