If you haven't seen this episode, then don't read what's below, unless you don't mind spoilers as explicit as this.
In the episode before this one, Doc and Sprocket learned that Ned Shimmelfinny must move to the desert for his health. So, naturally, Doc tells Sprocket that they must follow him. While they prepare to move, Doc leaves things at the hole for the Fraggles to find. Doc really wants to see Gobo again, and when he does, he offers to take Gobo along with them, but Gobo balks at this chance and runs away, regretting it later on.
Gobo visits the Trash Heap and tells her of the painful decision he made too quickly, but she reassures him that YOU CANNOT LEAVE THE MAGIC. With this in mind, Gobo and his friends rush to the workshop, only to find that Doc and Sprocket have already left. But they also find a tape machine with a picture on it instructing Gobo what to do with it. Gobo plays the tape, and he and his friends listen to Doc's farewell message.
Meanwhile, Doc and Sprocket have arrived at their new desert location and sat down, overwhelmed at the experience they've just had. Then Doc reminisces about when he and Sprocket first moved into the old building that later became a workshop, and how they moved that box from against the wall and found that hole. Doc wonders if that'll happen again when he sees a box against this new wall. They give it a nudge, and find nothing behind it - no hole, no nothing.
Back in the Rock, the Fraggles are depressed that they didn't meet Doc, but Gobo restates that you cannot leave the magic, meaning he could not leave his home. Then they hear some music. They follow their ears, and come across a bright tunnel they've never seen, as they hear a chorus of voices sing "Magic Be With You". They move down the tunnel, farther and farther ...
Back at the desert home, Doc has just been inspired: he believes that if little furry creatures can live behind a hole, then anything's possible, and that everything and everyone is magical. Then they hear a nudge, and from behind the box against the wall, Gobo appears from out of a newly-formed hole in the wall, and finally gets the Trash Heap's message across. The end theme is performed by all the show's characters, with Doc and Sprocket at the very end. The final caption after the credits reads "This Show Is For Don Sahlin".
Now that's as explicit as you can get.