Palin begins at the North Pole, flying there on a small aeroplane fitted with skis. (The North Pole scene had to be filmed earlier than the rest of the journey due to weather issues.) From there, he heads to Greenland, then the Norwegian island of Spitsbergen, where the towns of Ny Ålesund and Longyearbyen are located. From there he sails across the Barents Sea on a supply ship to the Norwegian port city of Tromsø, where he visits a statue of Roald Amundsen, the first man to reach the South Pole. He also meets some avid Norwegian football fans. In the town of Karasjok, he meets up with the Sami people and pans for gold in the Karasjoka River. From there, Palin travels by bus and crosses the border from Norway to Finland, where he visits Santa Claus at the Santa Claus Village on the Arctic Circle near Rovaniemi. He takes an overnight Finnish train to Helsinki; he relaxes in a sauna near Helsinki with Neil Hardwick and Lasse Lehtinen. Then Palin catches a ferry to Tallinn, his first stop in the Soviet Union. He visits with Estonians who sing a song, dreaming of the day when Estonia would again be a free nation. Then Palin catches a train headed for Leningrad.

In Leningrad Palin meets up with a Vladimir Lenin impersonator, who gives him a tour of the city. He witnesses a Russian Orthodox baptism ceremony, and almost gets baptised himself. He visits the cemetery where the likes of Mussorgsky, Tchaikovsky, and Fyodor Dostoyevsky are buried, then has the honour of firing the noonday gun at the Peter and Paul Fortress. After buying some pears at a local market he experiences the difficulty of trying to buy a bottle of vodka in a super market which is “uncontaminated by food”—a reference to Monty Python's Cheese Shop sketch. In Novgorod, he meets up with a director who casts him in a movie. Then he is invited to a dinner party, eating freshly caught crayfish and drinking twenty-three toasts, the tipple being homemade vodka. After participating in a ceremony on behalf of the sister city of Watford (portrayed as a dream) he visits the town of Chernobyl, Ukraine, scene of the 1986 nuclear disaster. From there it is on to Kiev and Odessa, where Palin receives a unique treatment where he is wrapped in malodorous, sulfurous, black mud. At the harbor in Odessa he descends the stairs made famous in the film The Battleship Potemkin, then boards a ferry and sails across the Black Sea. While on the ferry, Palin learns of the coup resulting in Mikhail Gorbachev's overthrow, which shortly leads to the collapse of the Soviet Union.

Arriving by ferry to Istanbul, Turkey, Palin stays at the Pera Palas, where Agatha Christie wrote Murder on the Orient Express and experiences a turkish bath, getting the full treatment from a large staff member. He checks out a local bazaar, as well as a procession at Topkapi Palace. He then takes a train through western Turkey and catches ferries to first Rhodes, then to Cyprus. Palin then visits the British military base at Akrotiri and attends a huge Cypriot wedding. From Limassol, Palin heads for Africa, his home for the next few months. His first stop is Port Said, Egypt, where the filming crew temporarily loses a tripod and has delays with Customs there. Then he crosses paths with his location in Around the World in 80 Days in Cairo, from where he takes a train to Luxor. Catching a boat up the Nile River, he checks out ancient Egyptian ruins with tourists from Sheffield. From Aswan, he catches a ferry bound for Wadi Halfa and braces himself for what appears to be a rough road ahead.

Arriving in Wadi Halfa, Sudan, Palin boards a train bound for Khartoum, the capital. There he receives some bad news: he will be unable to journey further south into Sudan due to the ongoing conflict in the south. Seeking an alternative, he finds Eritreans willing to drive him to the border with Ethiopia. While waiting to leave Khartoum he checks out some camels in nearby Omdurman and a Muslim Sufi ceremony where people dance to attain religious ecstasy. When it comes time to leave Khartoum, the journey to the town of Gedaref near the Ethiopian border proves to be anything but easy. The road is very bumpy, and time after time the vehicles are stuck in the dirt, forcing Palin and the other passengers to push them free. Compounding the difficulty, in Ethiopia a long war has just ended, resulting in the overthrow of the Derg regime. There was the added risk of rebels from the war hiding near the border. Finally, after spending 24 hours travelling the distance from London to Oxford, 95.56 km (59.4 mi), he arrives at the Ethiopian border.

In the old Ethiopian capital of Gondar Palin visits the former home of Emperor Haile Selassie, as well as his pet lion. From there he visits Lake Tana where he learns that one of his guides in Kenya has taken ill. Then it is on to the current capital of Addis Ababa, where Palin sees communist symbols being destroyed. He also witnesses a peaceful demonstration turn violent. After a couple of hitchhiking rides he arrives at the Kenya border. He then journeys to Larata and the school where part of the movie The Missionary was filmed. As a gift he gives the school the inflatable globe he used in Michael Palin: Around the World in 80 Days. In Nairobi he prepares himself for a safari, where he later takes time out to chat with some hippopotamuses.

In Kenya Palin takes a hot-air balloon ride. On the ground he observes a lioness and her cubs up close. Then it is on to Tanzania, where he fulfills a lifelong dream by visiting the Ngorongoro Crater. In Dodoma he catches a train bound for the town of Kigoma. In the nearby town of Ujiji he visits the site where David Livingstone and Henry Stanley had their famous meeting. Palin then catches what is believed to be the world's oldest operating ferry - the MV Liemba down Lake Tanganyika to Mpulungu in Zambia.

In Zambia Palin meets a witch doctor who tells him that he has an "evil shadow" and bad things lie ahead for him. He then is given a tree bark to "wash" with. This is supposed to help. Not really taking him seriously, Palin journeys down through Zambia, where long-time leader Kenneth Kaunda has just been politically ousted. He visits the Shiwa Ngandu estate, run by Lorna Harvey (daughter of original owner Sir Stewart Gore-Browne) and her husband John. Sadly, the Harveys were murdered six months after Palin's visit. A case of stomach problems strikes Palin. Realising he probably should have taken the witch doctor more seriously, Palin takes the medicine given to him by the doctor. Palin then moves on to Victoria Falls on the Zambezi River, where he goes whitewater rafting. Unfortunately, he also tries swimming through some rapids wearing a life jacket, resulting in a cracked rib. To add insult to injury, one of his suitcases has been lost by the local railway company. Entering Zimbabwe he visits the tomb of Cecil Rhodes, for whom the country was originally named Rhodesia. Moving on to Bulawayo he meets up with another BBC—the Bulawayo Bowlers Club, and visits a local nightclub. Then he heads towards his last African frontier, between Zimbabwe and South Africa, where apartheid was just abolished four months earlier. While in South Africa Palin attends a local football match. In Johannesburg he receives some bad news: the Agulhas, a scientific research ship they were scheduled to take to Antarctica has no space for them. While the BBC scrambles for alternatives, Palin visits Western Deep Levels Mine, the world's deepest gold mine. In Soweto he meets up with former South African neighbours of his from London. Then he catches the luxurious Blue Train to Cape Town. On top of Table Mountain he regards the southern tip of Africa and reminisces about how the continent changed him from an optimist to a realist. Unfortunately for him, the BBC's efforts to get him on the A

Despite being unable to reach Antarctica via the Agulhas, all is not lost for Palin. A travel adventure company is able to take Palin to the South Pole from their base in Chile. This means Palin must turn his back on the 30 degrees east meridian. Travelling by aeroplane from Cape Town to Santiago via Rio de Janeiro, he checks out an unusual rendition of "Happy Birthday to You" from the Presidential Palace where the infamous 1973 coup took place. After having lunch at a fish market with his guide while listening to a panflute player, he is off to Punta Arenas, the southernmost city in South America. From there he waits anxiously for the weather conditions to allow the trip to Antarctica. Finally, after a couple of days, Palin and the others fly on a 1953-built Douglas DC-6 plane to a base camp at Patriot Hills. While there, he again has to wait for the OK to go to the South Pole. Finally, after a day, he makes a final flight to the Amundsen-Scott South Pole Station and then, at 2:00 am New Zealand time on 4 December 1991, Palin sets foot on the South Pole. He joined a select group of people who have visited both the North and South Poles. He went through many ups and downs on this journey, but as Palin put it, "I'm glad we did it this way."