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Episode 40 The Last Roundup Aired:
January 21 2012
At a special obstacle course, Applejack makes a run through with Apple Bloom cheering her on and wearing AJ's hat. When she finishes, barely clipping the top bar of one of the fences, Apple Bloom is delighted. Uh-oh! I think at 0:40 into the episode, AJ crosses both her front left and front right hooves, something that I don't think is possible with her rear hooves! AB has complete confidence that AJ will win the Equestria Rodeo Competition considering all the blue ribbons AJ has one before and AJ is left blushing.
Meanwhile, Rainbow Dash and now-officially-named Derpy, help put up a banner but (as I had thought she'd be) Derpy is screwing things up as RD reminds her of the damage already done. She doesn't want any of Derpy's help but even doing nothing doesn't keep further damage from being done as she and RD tumble through a hole Derpy creates. Elsewhere, a crowd of ponies chants AJ's name and the mayor thanks AJ for willing to donate her winnings to fix (what we now know is) Town Hall's damage.
Pinkie Pie wants a speech and at first AJ isn't willing to but changes her mind. Later (or the next day, can't tell which), AJ proceeds to board the train but gets stopped by her family and the majors' constant reminders. At last, she boards the train with her friends waving their goodbyes. On (what I presume is) the coming home day for AJ, her friends prepare a surprise party and Pinkie Pie is busy practicing (and startling Fluttershy) her surprises.

Twilight believes that AJ is approaching so they all hide as Pinkie Pie assures that she's ready (in a most disturbing way). Unfortunately not only did Pinkie Pie miss her timing with surprising but it's not AJ at the door. Instead a mailpony stands there, questioning how they knew it was his birthday and after Twilight closes the door, Pinkie Pie hands over a slice of cake to him. The note given by the mailpony is short and sad as it states of AJ's unwilling to return so they head off to find her. When they arrive, they ask around for their missing friend but only one knows where she is and it's not where they are now so they take the train over and decide to split up but Pinkie Pie needs a bathroom break and ends up finding AJ. When questioned, AJ doesn't get a word out before another pony named Cherry Jubilee (which appears to be based off of the original from the 80s MLP era) explains.
The news isn't comforting and AJ isn't telling much either. Suspicious, Twilight is determined to find out what AJ isn't telling them. Inside the cherry factory, CJ and AJ get setup before the others enter as cherry sorters. RD makes the one suggestion that gets things moving. However, each time they ask AJ questions, they start not only leaving their posts but speeding up the conveyor belt via AJ's increasing frustration. Eventually, AJ is moving faster than Pinkie Pie and Fluttershy can keep up with the conveyor belt. At last, Fluttershy's faint cry to stop is heard and a batch of cherries end up splattered all over AJ, whom walks off unhappy.
The group still inside agrees that times are getting desperate. Later, Pinkie Pie finds AJ bucking cherry trees and begins her barrage of questions that finally cause her to lose it and admit what she's been hiding except she's tuckered out and Pinkie Promises to tell all at breakfast next morning. When they enter AJ's room next morning, AJ is nowhere to be found, leaving Pinkie Pie fuming (and rather scary IMO). They find her anxiously waiting for the train (or something else that isn't clear) so AJ darts for a carriage and speeds off. However, the group catch up in a nearby 2nd carriage, starting a money war with the horses pulling AJ's carriage.
Pinkie Pie manages to leap on board AJ's carriage but when unable to make a response, her foolishness catapults she and Rarity out of the carriage. AJ darts across a railroad crossing, narrowly missing the train before being deprived of her ride. Her conclusion that she's beaten the others is short lived as they hurtle over the train and land. AJ doesn't get far and her secret is finally revealed. To her surprise, her friends aren't upset or disappointed. The trio hugs, turning RD all sappy and on the ride home, AJ mentally recites her letter to Celestia. While her friends and family hug her, still out west, PP shares her cherry knowledge with a displeased Rarity as they slowly return home.