The Disappearance of Nagato Yuki-chan

The day after the Christmas party, Nagato and Kyon encounter a girl who falls down in front of a park. After helping her to a warm place, they’re told that she was trying to capture Santa in the park, which makes Nagato remember that she’s met her before.

The day before Valentine’s Day, the Literature Club is holding no activities. While Haruhi drags Kyon around for her own activities, Nagato makes a Valentine gift to give to Kyon with Asakura's help. But can she muster the courage to actually give it to him?

On Valentine’s Day, Nagato rushes out of the clubroom when she walks in on Haruhi giving chocolates to Kyon. After seeing how Nagato left, Asakura starts worrying that Nagato might have given up on giving chocolates to Kyon.

When Haruhi and Koizumi see Kyon working on his schoolwork, they realize that he’s studying what they learned last year. When Haruhi mentions it, Kyon feels like she’s taking North High lightly and gets Ryoko to uphold their honor with a math challenge.

Although Ryoko gets increasingly worried about Yuki’s relationship with Kyon after seeing what happened in the clubroom, she realizes that all she can do is watch over her. Meanwhile, the gang leaves for a hot spring to hold their training camp.

The gang has finally arrived at the hot spring inn. They're looking forward to a relaxing bath and a nice dinner, but as usual, Haruhi gets a little too excited...

The North High Literature Club training camp has begun. After dinner, Yuki, Ryoko, Kyon, Haruhi and Koizumi get together and start playing card games, in which they decide to have some penalties for losers. Who is the first loser and what’s the penalty?

Yuki was almost hit by a car and fell. Although she wasn’t seriously hurt, Ryoko is worried about her because she’s been acting differently since the accident. What happened to Yuki? Will she go back to her old self soon?

As Ryoko suspected, Yuki IS different from who she used to be. While Ryoko and Kyon are worried that Yuki might behave so differently that their classmates may figure it out, she plays the role of the old Yuki just fine and no one notices anything.

Kyon and Yuki visit the library in order to study for their final exams. Although Kyon was hoping to get Yuki’s help with his studying, she becomes so fixated on books that she ends up forgetting why they are there in the first place.

Yuki keeps having a dream in which she gazes into the memories of her other self and starts realizing that the time for her to go back to her other self might be approaching.

After Yuki goes back to being her old self, the lives of the North High’s Literature Club members are also going back to normal, except for Kyon, who doesn’t know how to deal with the old Yuki due to the knowledge of the other Yuki’s feelings towards him.

The summer break is finally here. North High’s Literature Club sets out to vacation at the Tsuruya family’s summer house on the beach. Can Yuki spend time alone with Kyon? Will Kyon be able to get over his awkward feelings towards Yuki?

The summer is almost over. Ever since the other Yuki disappeared, Kyon has been acting strange around Yuki. When he realizes that it’s not just him who’s feeling awkward and that he’s making Yuki suffer, he decides to do something about it.