Arbroath, Dundee , Scottish Borders, Kelso

* Arbroath (where he sampled a smokie) * Dundee (including footage from his performance at Caird Hall) o Dundee Law (Connolly gave a straight reading of William McGonagall's poem The Tay Bridge Disaster within sight of the Tay Rail Bridge. During the course of filming, a blizzard happened, and about two inches of snow fell) * Scottish Borders, Kelso (including footage from his performance at Tait Hall) Connolly almost ventured into English territory at the end of the fifth episode when he cycled past the "Scotland" sign in Roxburgh. "I've come a bit far here, I believe," he says, after screeching his bike to a halt. "And me out without my passport. It is a Scottish tour, after all. One thing confuses me, however," he continued, as he prepared to retrace his route. "If this is the border with England, and this is the border with Scotland, what happens in [between]? Maybe it's owned by the Manx government, or something. I don't know. Perhaps you can build a house here and never pay tax again."