Air date: October 7th, 2002 (UK)
Percy and James have to collect coal for the stations to last during an upcoming snowstorm, and Thomas mischievously warns them about Jack Frost. James is dismissive, but Percy is uncertain if Thomas is telling the truth. Percy eventually finishes his deliveries, but his last stop needs more coal, so Percy gives them the coal from his bunker and waits for Elizabeth to deliver more coal by staying on a siding, where he is soon covered in snow and icicles from the snowstorm. James later passes by while returning to the sheds and, upon seeing a snowbound Percy, mistakes him for Jack Frost and runs off, terrified. Elizabeth brings Percy coal the following morning and as soon as Percy's fire starts, the snow and icicles melt off, and he decides that Jack Frost is not scary at all. When Percy returns, James is bragging to the others that he saw Jack Frost. Percy adds that James was scared of him too, but the red engine is still able to make good humour of the situation.
This episode contains examples of:
- Actually Pretty Funny: Despite Percy teasing him about being scared of Jack Frost, James takes it quite well.
- Dull Surprise: In the US dub, Alec Baldwin uses almost no enthusiasm in his voice when James yells, "Scary Jack Frost!", upon seeing a frozen Percy.
- Jack Frost: Thomas jokingly tells Percy and James about him before they go to work in the snow. When James sees Percy covered in snow and icicles, he mistakes him for Jack Frost and runs away in fright.
- Miles Gloriosus: James boasts to the other engines that he saw Jack Frost, until Percy points out that he was scared of him and ran away.
- Screw This, I'm Outta Here: After seeing Percy and mistaking him for Jack Frost, James panics and races away down the line.
