The Dark Castle of the title refers to the fortress at Khara-khoto, which was a main center of the Tangut state. The Castle has legendary status amongst the local people, who fear to go there, but the crew find some guides and trek across the desert on camels.
This episode focuses on the magnificent Mo-gao caves at Dun-huang in the Gobi desert. In this complex, there are 500 caves and over 3,000 statues and murals. It is counted as the longest art gallery in the world.
This episode sees the expedition crossing first the Yellow River, with its goat-skin rafts and giant waterwheels, and entering the Gobi desert along the He-xi corridor, where it visits some of the main citadels along the route.
The first episode in the series focuses on Chang-an, which in modern-day China is called Xi-an. It was formerly the capital of China and the source of the Silk Road which ran from there to Rome. In ancient times it was the largest city in the world.