A Rock in the Baltic concerns the adventures of Lieutenant Alan Drummond, an officer in the Royal Navy. The Lieutenant has incurred the disfavor of his superiors. In temporary command of a cruiser in the Baltic, he used the rock of the title for target practice. Much to his surprise, the rock shot back, and the Russians subsequently demanded the British hand him over. They refused, but were not happy. Shortly after, Lieutenent Drummond meets Miss Amhurst in a bank, and an attempt to assist her in cashing a check leads to a suspiscion by the Cashier that he is a robber.