Lady Penelope goes on a dangerous cross-Continental trip to discover what has happened to a brilliant scientist - only to discover that a megalomanical lunatic has kidnapped him in an attempt to discover his research. In order to persuade the scientist to comply the villain presents him with a Sadistic Choice; the formula, or Lady Penelope!
- Badass in Distress: Poor Lady Penelope has her hands firmly on the Distress Ball in this episode. First she is nearly drugged at a bar, then she is locked in a basement which gradually fills with gas, and finally she is captured by Dr. Godber and tied up in the path of an express monotrain. Each time she needs the boys to come and rescue her. Thankfully, these are distinctly unusual circumstances for her, so she's clearly just having a bad day.
- Big Bad: Dr. Godber is behind the kidnapping of Professor Borinder to use his research for profit.
- Blasting It Out of Their Hands: The gunfight with Dr. Godber ends when Gordon successfully disarms him. And with Prof. Borinder in the way, no less!
- British Stuffiness: Lady Penelope and Jeremy Hodge's failure to panic when shut in a room flooded with Deadly Gas. While banging on the door, Jeremy even shouts "Open this door at once, we're British!"
- Chained to a Railway: Of a sort. In this case, Dr. Godber ties Lady Penelope to a ladder and lowers it into the Anderbad Express's path.
- Chekhov's Gun: A surprisingly subtle example. The monotrain that Professor Borinder disappeared on is mentioned frequently from the beginning of the episode, so it's no surprise when Lady Penelope and Sir Jeremy are kidnapped whilst riding the same train. We think the monotrain has served its purpose, then surprise! The villain tries to use the monotrain to execute Lady Penelope in the episode's climax.
- Computer Equals Monitor: The villain appears to completely disable the railway power cutting system just by shooting the display. Given these were 1960s-style computers where the display is built into the fascia, this may not be as improbable as it seems.
- Cool Spaceship: The episode opens with the launch of the Sun Probe, with its fascinating profile and gorgeous Zeerust aesthetic. We also learn that its fuel is derived purely from water, and while the rocket itself is not seen outside of the opening sequence, the rest of the episode revolves around the top-secret formula for making the fuel.note
- Cool Train: The second half of the episode is dominated by "monotrains", which are suspended from a single rail and can reach very high speeds. The interior is suitably luxurious, and the exterior looks very sleek indeed.
- Deadly Gas: How Dr. Godber tries to dispose of Lady Penelope and Sir Jeremy at the Archives in Paris.
- Early-Bird Cameo: The opening features the launch of the Sun Probe craft, long before its proper appearance in the episode of the same name.note
- Elaborate Underground Base: The villains lair is inside a mountain, next to the train tunnel. We don't get to see how big the whole thing is, but it is clear that they can control all train traffic in the tunnel from there.
- French Accordion: Both times when the scene cuts to Paris, accordeon music plays in the background.
- Heel Realization: During the final showdown, Roache, Dr. Godber's henchman, seems to realise this plan has gone too far and, with persuasion from Jeremy Hodge, reaches for the button that stops the train — unfortunately he is shot.
- Held Gaze: Virgil and Penelope while trapped under the Anderbad Express.
- Human Shield: Prof. Borinder is forced to be one of these by Dr. Godber. It doesn't stop Gordon taking another shot anyway and, bizarrely, actually seems to improve his aim!
- Missed Him by That Much: The attendant, who got thrown off the train, passes out next to the road just in time for Parker to miss him.
- Reluctant Mad Scientist: Professor Borinder, a shameless Einstein expy.
- Sadistic Choice: Hand over the formula or save the girl.
- Shown Their Work: The rocket launch sequence at the beginning is more realistic and based in NASA procedure than most you'd see in today's fiction. They even foresaw a hold-down system, which SpaceX has only just invented now.
- Tap on the Head: The attendant, in league with the bad guy but about to spill the beans, is on the receiving end of one and gets thrown off the train.
- What Happened to the Mouse?: We never actually find out what happened to the attendant after Parker drove past him.
- Where Does He Get All Those Wonderful Toys??: It's briefly explained early in the episode that Sir Jeremy helped IR obtain and manufacture some of the Thunderbird components in secret, thus somewhat explaining how the fleet can exist without access to a full industrial complex (Spin off materials would later confirm the T-Birds underwent final assembly on Tracy Island itself).
