Watch " " Online HDToday. 1920s England during the post WWI economic depression. In the southwest of England, the ancient Roman spa town of Bath, with its long history as a destination for the upper classes to go for health and rejuvenation, is also suffering from the sluggish economy. Alex Cunningham is a Vaudevillian working at Bath’s small music hall, the Palladium. He strives to soften the hearts of the weary visitors to the town by presenting them with laughter and enjoyment.