A group of college friends gathers for a Confirmation at the St. Paul Cathedral. But something happened among them, years ago, back at college, something each of them remembers differently, and a dead girl haunts their memories and colors the celebration. A girl named Peggy Gyllensen killed herself back in 1977 when they were in college in Northfield. None of them were there when she did, but they all had a hand in it, and her mother appears at the celebration like a ghost. Pretty Peggy-O shows the coming together of old friends at a reunion gone wrong. Everything they once were comes back to them, and their lives, seemingly so stable in middle age, become for a moment radically uncertain in the shadow of the dead girl.