Nadja is an orphan who lives at the Applefield Orphanage, in early 20th-century England. Nadja is called by Miss Appleton, the orphanage's owner, to receive a package delivered to her. The gifts sent for her thirteenth birthday are a dress and a diary. She is told in the accompanying letter that her mother is still alive. She later joins a traveling street performance act called the Dandelion Troupe in search of her mother after a fire breaks out in her orphanage. She travels the world, finding many friends along the way that teach her things about herself, ultimately having to learn the truth about her parentage and discovering her own destiny.
As the troupe arrives in Granada, Nadja and Abel are the only ones awake. While reading a newspaper article about the Black Rose coming to Granada, Nadja is robbed of her brooch by two pickpockets. A young nobleman retrieves the brooch, telling her that the equestrian who defended her at the Applefield Orphanage was not Francis but his twin brother Keith Harcourt. She is confused when she sees Francis with a woman who seems to be his girlfriend and Keith put on the Black Rose's mask.
Nadja Applefield and the Applefield Orphanage are introduced. Nadja is summoned to receive a package of gifts for her 13th birthday (a dress and a diary), and reads in the accompanying letter that her mother is still alive. The arrival in town of the Dandelion Troupe for a dance performance is misinterpreted by two goons, Rosso and Bianco, who set fire to the orphanage
After nearly being barbecued and abducted by the clumsy Rosso and Bianco and driven by family politics she knows nothing about, Nadja finds herself in the Dandelion Troupe. Escaping from the perplexed troupe, she determines to find her mother. The Dandelion Troupe wants Nadja to join them, although the goons will see her onstage. Herman Preminger wants to inherit the duchy from his father. Nadia goes to London, where Rita's twin lions' chasing a mouse introduces Nadja to a phantom thief (Black Rose). The thief advise Nadja not to travel at night.
Nadja is nervous about dancing when she meets Christian Strand, an ambitious, clumsy archeology student. He finds Nadja attractive, and the troupe revels in its success. While the adult troupe members worry about George's leading them on another needless treasure hunt or Kennosuke and Rita breaking something, Nadja goes on a date with Christian. George races back to the troupe with a treasure map.
Nadja's enjoyment of Francis' riding (and the mansion's opulence) is ruined when she must return to the troupe with Granny Anna. Nadja is mistaken for a servant by a maid, Martha. In the Happy Carrier Car, Nadja remembers conversing with Francis while dancing at the ball (although he does not).
As the Black Rose (in France) retrieves a painting from a white-collar criminal, Lubich, the mute Rita is nearly hit by a car. The car's aristocratic passengers, Simone Monterlant and her nephew Fernando Gonzales, hire Nadja to dance at their upcoming masquerade ball. At the ball, Fernando drags her off so two guests (Leonardo Cardinale and his dressmaker friend, Thierry Rothschild) try to make her into an aristocratic young lady before the Black Rose waltzes with her.
Nadja sees Rita greet a traveling minstrel, Raphael, who is apparently known to the Dandelion Troupe. When she hears Raphael improvise song lyrics, Sylvie relives the anguished last moments of her lover Antonio Fabiani. Nadja learns from Sylvie that love is private and complicated. Sylvie and Raphael sing for Nadja.
Nadja is writing in her diary when Granny Anna asks her to help deliver hats to Mireille Moreau. Mireille introduces Nadja to a pianist, John Whittard, who composing. Leonardo and Thierry greet Nadja noisily, which annoys John. Kennosuke, homesick, wants rice for lunch (as does Nadja) when Rita notices that John is about to jump into the river; Créme and Chocolat rescue him. Nadja has tea with John, and they are joined by Francis.
Nadja is fuming over the Black Rose’s advice against nighttime travel. Alcoholic American news reporter Harvey Livingston is hard at work investigating the Dandelion Troupe. The curiosity of a young samurai, Kennosuke Tsurugi, looses the Happy Carrier Car around London with Rita inside. Nadja sees the old woman, Edna, who delivered her to the orphanage as a baby. Although the Dandelion Troupe considers the runaway car good publicity, Rita learns from Kennosuke that he regrets his actions. Harvey helps stop the runaway car after it nearly runs over Nadja; Kennosuke finds a new home in the troupe, and Harvey continues working on his upcoming article about the whole misadventure.
Satisfied with the troupe's success, George gives them a day off. Harvey and TJ want to visit a flea market, and Kennosuke and TJ's rivalry flares up much (to Nadja's annoyance). When Nadja, Kennosuke, Rita, TJ and Harvey visit the Clignancourt market, a seller tries to cheat George (who turns the tables, with a lesson in caveat venditor). Kennosuke and TJ meet Fernando Gonzales when the haughty aristocrat is bargain-hunting. When Fernando tries to buy an old clock with great sentimental value to a shopkeeper, Gérard, Nadja slaps him for his insensitivity. Grateful to Kennosuke for fixing the clock, Gérard gives Nadja a clue to her mother: a music box she sold him a decade earlier.
Nadja's visit to England encourages her to describe what is important to her in her diary, while George's announcement that they have reached the Eiffel Tower alerts her that she is no longer in her native England. Nadja's dancing attracts a boy, TJ Livingston, who becomes Kennosuke's rival. They dislike each other, which Nadja tries to discourage by asking them to search for paintER Alphonse Jean Maley. Although their search is fruitless, a little girl (Madeleine) is looking for her mother. The three reunite Madeleine with her mother and find Maley, who gives Nadja a pencil sketch and information about her mother.
On her day off, Nadja discovered her mother's music box and that she spent time with her as a baby. Oliver has a crush on her; Rosso and Bianco chase them when they are on an errand, and they hide in his workplace. Although TJ is jealous, Oliver and Nadja are also just friends. George takes the Dandelion Troupe eastward.
The Dandelion Troupe's stop in Lorraine demonstrates George's proclivity for treasure hunting. He shows the skeptical Kennosuke and Nadja a treasure map from the British Museum of the village of Domrémy. Answering Kennosuke, George tells the story of French folk heroine Jeanne d'Arc. Their hired guide leads them to a steep cliff before they realize that "treasure" has many meanings.
Nadja finishes her first dance costume with Granny Anna's help as the Happy Carrier Car goes to Switzerland for a charity performance at the Le Man Orphanage, which once accommodated the Dandelion Troupe. During her dance Nadja notices Francis, there to visit the recently built library. He retrieves her hat from a tree she had climbed. After leading the orphans through her Tyrolean dance she climbs the tree again, with Francis following her.
As Nadja dreamily remembers her infatuation (followed by a first kiss), George brings the troupe to a village preparing to host a festival as the tomboyish Zabine interrupts her sledding to watch them. Nadja publicizes the Dandelion Troupe by echoing the local Tyrolean dance, and befriends Zabine as Rita feels left out. The Alpine Flower Festival is a success; Zabine is attracted to Kennosuke, and dances in dress repaired by Nadja.
The beauty of the Alps is tempered by Kennosuke's reservations about the Happy Carrier Car's ability to cope with the weather and the roads. The Saint Gotthard tunnel has caved in, halting Italy-bound trains for three days; while the troupe packs supplies for its depart a noblewoman, Collette Preminger, gives her father Duke a bouquet of roses for his birthday (which Herman's arrival ruins). Duke is trying to catch Nadja when the Happy Carrier Car begins acting up during a storm. After a good meal, everyone joins forces to revive the car and Nadja reaffirms her determination to find her mother.
After their Alpine adventure, the troupe crosses into Italy with stranded passengers (where it is scheduled to perform at a Lake Como banquet) and Kennosuke wants to spend time with Rita. Nadja mails a letter to Miss Applefield with the help of Julietta Sciavelli, Leonardo Cardinale's fiancée. At the masquerade ball, Nadja meets Antonio Fabiani; when Julietta declines a boat ride, Leonardo arrives with a group of other women and Nadja and Julietta get acquainted. As Julietta tells Nadja she is marrying Leonardo for political reasons, Kennosuke reminds Nadja about their performance. At the party, Antonio makes a play for Julietta before Nadja performs her dance routine (a flag dance with Kennosuke). When the troupe leaves for Milan the next morning, Nadja's mother (Collette Preminger) appears.
After hearing from Rosso and Bianco that Milan is Nadja's next destination, Herman reaffirms his goal of inheiriting the Preminger duchy. On the troupe's final day, Nadja and Kennosuke's dance is a hit with the audience. George's decision to spend the next day sightseeing has Nadja looking for Victorio Capuletti, while Herman uses Rosso and Bianco to capture her. Kennosuke has begun calling Nadja "my little rosebud", which annoys her. Leonardo invites Nadja to visit his office at the end of the work day; while Herman, Rosso and Bianco pursue her, Leonardo learns that Antonio has information about Victorio when he tells Antonio about Nadja. Herman and Nadja meet without recognizing each other, and she discovers that not only does Victorio not know about her mother, he has been economically crushed by Antonio.
Although she hides her disappointment at not being reunited with her mother, Nadja is angry at Antonio's behavior toward Victorio. The troupe remains in Venice to make money, and Nadja and Kennosuke's dance makes TJ jealous. The three take a gondola ride, during which the gondolier (Irma) reveals that she is Antonio's mother and is shocked at her son's treachery. Harvey explains to Nadja why she ended up in the Applefield Orphanage.
As the Dandelion Troupe prepares to leave Venice, Nadja daydreams about watching a sunset with Francis until Kennosuke startles her with a Black Rose mask. Abel tells them that Venice may be eventually submerged, and the Black Rose may not be all bad; Nadja disagrees, which frightens Rita. Nadja helps a sick gondolier with a delivery, and discovers the medicine he needs is too expensive.
Christian is attracted to Nadja when he sees her dance with Kennosuke (who is jealous), and Nadja is happy when Christian is chosen for a university research team bound for Egypt. George suggests that Nadja and Christian tour the Roman ruins. A pickpocket steals Nadja's brooch and a boy, Lucca, wants to give the brooch to his grandmother so she will spend time with him outside.
After a performance, the troupe tries to guess Granny Anna's age and how to celebrate her upcoming birthday. Nadja is unaware that her father, her mother and her mother's new husband (Count Albert Waltmüller) are nearby. Collette is bound for a hotel to talk her nephew, Oscar Colorado, into attending a debutante ball. She met her first husband, Raymond (who was killed in a train accident), at a ball. After Raymond's death, Duke Preminger ordered Collette to return to Vienna and Nadja to be placed in the orphanage. Collette senses that Nadja is searching for her, despite Bianco and Rosso's pursuit of Nadja in Milan, and Duke Preminger expects Nadja to earn her inheritance.
Rita leads Crème and Chocolat through a routine when a drunken customer shouts "Fire!" Nadja delegates Rita to deal with the fire, but Kennosuke notices Rita's nervousness before she flees with Nadja's brooch. Granny Anna and George remember the circus troupe which disbanded after Rita's parents died in a fire. When Kennosuke hurries to her rescue and Nadja and Chocolat are in danger, Rita regains her ability to speak.
The Mediterranean and the approach to Barcelona encourage Rita to enjoy the marine life, but Nadja is unhappy at having to make a flamenco costume. Kennosuke teases George about not being able to hunt for treasure at sea, until one of the crewmen tells a story about the Castanets, a gang of pirates. When the pirates board the ship Sylvie, Thomas, George and the rest of the troupe repulse the attack.
Nadja is impressed with matador José Rodriguez' bullfighting skills. José is headed to an arena, and Granny Anna tells Nadja to teach Anselma flamenco dancing. Anselma is a good pupil, and José tells Nadja he is too busy for her.