Theo is brokenhearted when he accidentally lets go of the string of his party balloon. As he watches it float out of sight, Theo wonders where his balloon might have gone. Luckily, his older brother Zeke knows everything about everything. Zeke explains that it is a little-known fact that all lost balloons end up in Chicago, the Windy City. Then he tells Theo about Frank, who is responsible for collecting all the balloons in the world. Theo is so touched by Frank's story that he decides to send him a message of hope the only way he knows how.