Set in 1940, around the time of the London Blitz during World War II, Their Finest stars Gemma Arterton as Catrin Cole, a fledgling screenwriter from Wales who has been hired on by the British Ministry of Information, Film Division, looking to women to fill in jobs for some of the men lost to fight the war, to work in London on inspirational films geared toward women. Later, she is hired on to help with a full-length feature, meant to shore up the viewing public, particularly the female viewers, to the cause, as well as to keep morale up in a bleak time for the country.