On a spring day, David finds a shoe outside his house whilst jogging. The shoe looks brand new, and David thinks that it was deliberately placed there. He leaves it on the wall outside to see if anyone will claim it. He tries to tell his wife, Louise, but she is busy going to work; David stays at home with their daughter Sally. He later notices the shoe hasn't been claimed. When Louise returns, David has brought the shoe indoors and is still fixated on wanting to find out who it belongs to. Louise is angry to find that David has put up posters looking for the shoe's owner and included their home phone number; she does not want strangers calling the house.
By the time of Sally's birthday in summer, David still hasn't found the owner of the shoe. Chris, a friend of David and Louise, comes for dinner and tries to offer David a job. David claims he is too busy looking for the owner of the shoe. He offers to show Chris, but the shoe is missing, and Louise admits she threw it away. David becomes enraged and screams at her. Louise says that David's obsession has now gone too far; he has even created a website and asked the police to check CCTV. David goes to fetch the shoe, missing obvious signs that Chris and Louise are having an affair.
Chris arranges for David to give a radio interview offering a reward for the shoe. Eventually a man comes forward, saying that he lost the shoe when attending a wedding nearby. He produces the other half of the pair, and David reluctantly hands the shoe back. By autumn, David seems to be getting better and has started a new job with Chris. Sally is rehearsing for a school production and recites the nursery rhyme she is learning: "Diddle diddle dumpling ... my son John ... one shoe off and the other shoe on." Louise is wary of David's reaction, but he seems calm.
However, some weeks later in winter, she comes home to find the shoe back in the house. David has found out that Louise bought a matching shoe and the man who claimed to be the owner is in fact her friend Ted. Louise admits she asked Ted to pose as the owner of the shoe in order to help her end David's obsession. Their son, Sally's twin, died as a baby - David insists that both pairs, the shoes and the twins, must be reunited. Louise notices fresh blood on David's hand, but it is not his. David says he went to visit Ted, who was "unreasonable" and didn't want to give the shoe back. As police arrive outside, Louise frantically asks what David did; he says that he doesn't remember. A photo of David with the twins reveals the shoe was his own.
During the credits, a CCTV clip shows David outside the house placing the shoe for himself to find.
This episode contains examples of:
- Aerith and Bob: David questions why his daughter, Sally, goes to school with classmates all named after "Shakespeare characters, Greek goddesses or French wines."
- Ambiguous Ending: It's not clear whether David killed Ted, Sally, or both.
- Ambiguous Syntax: David puts out posters reading 'found: one black man's shoe', before realising that it could sound like he means that the shoe belongs to a black man.
- Blah Blah Blah: Used for serious effect when David begins tuning Louise out during dinner because he's thinking about the shoe.
- Children Are Innocent: Sally.
- Complete-the-Quote Title: The title of "Diddle Diddle Dumpling", about a man obsessed with finding the owner of a missing shoe, is the beginning of a nursery rhyme containing the line "... one shoe off and the other shoe on."
- Despair Event Horizon: The death of David's son was apparently this for him.
- Education Mama: A mild example - Louise coaches Sally academically, encourages her to mix with well to do classmates, and asks David to assess the competition at Sally's school.
- Foreshadowing: The house number 22, the house having matching pairs of everything, and the nursery rhyme.
- Genre Shift: Like "The 12 Days of Christine", this episode is straight drama, whereas most episodes are black comedy and/or horror.
- Half-Identical Twins: David and Louise's children.
- House Husband: David.
- Ironic Nursery Tune: "Diddle Diddle Dumpling" itself.
- Precision F-Strike: David in Summer, and Louise in Winter.
- Seasonal Baggage: The four seasons are used as a motif in the episode, complete with music from each of Vivaldi's "Four Seasons" concerti.
- Something Completely Different: This is the only episode where the No. 9 of the show's title refers to something other than a building (in this case, the inside of a shoe.)
- Together in Death: Possibly Invoked — the biggest hint that David may have killed Sally is a cryptic Ironic Echo that she and her dead twin brother are two halves of a whole, and "they should be together".
- Tomato Surprise: We find out at the very end that David and Louise had twins, and one of the twins died. This is the reason for David's erratic behavior.
- Would Hurt a Child: The ambiguous ending potentially suggests that David may have killed Sally.