This dissertation, What Comes Next: The Story of the Episode, analyzes the episode as a tool for storytelling in the face of unknown (and unknowable) futures. It tells the story of the episode as it takes shape in the pages of the nineteenth-century periodical and beyond, arguing that the interdependent relationship of episode to series has made the episode a productive and ubiquitous—but elusive—storytelling force, particularly over the last few centuries. This work attempts to tease out the implications of this narrative form; to find out how the episode has changed how we narrate our lives and our worlds; to examine how the episode both responds to and perpetuates our current material and social conditions; and, perhaps, to ask whether the episode may likewise offer a line of escape from those conditions. We can define “episode” simply—a unit of narrative that appears in a series—but implied in this definition are several distinct qualities that set the episode apart. An episode is constituted in and through its relationship with other episodes. It thus presupposes a series of further episodes, meaning that a single finite episode can contain infinite storytelling potential: an episode is a unit of storytelling that produces more story—more episodes. This dissertation traces the episode and its impact through a series of literary examples. I start with the Aristotelian episode, counterposing it to Bertolt Brecht’s “non-Aristotelian” episodic drama and exploring alternative theories of the episode that go beyond the Aristotle–Brecht binary. Then, by putting Johann Wolfgang von Goethe’s nineteenth-century scientific morphology in conversation with twentieth-century structuralism, I propose a model of formal and relational seriality. This sets the foundation for my two primary literary readings, in which I examine how episodes from opposite ends of the nineteenth century—from Karl Philipp Moritz’s psychological episodes to the globe-spanning episodes of Karl May—facilitate transmedia world-building. In Moritz’s case, the episode generates and expands the internal psychological world of the individual; in May, the episode shapes not an internal world but a global social and geographical world, one that serves as the foundation of one of the nineteenth century’s most successful literary franchises. For both authors, the episode is a flexible base from which to build a world that is not limited to any single text but expands in multiple directions through a heterogeneous chain of episodes; these worlds are held together not through the closed totality of a single work but through the expanding seriality of a multifarious universe. The conclusion proposes that these nineteenth-century episodic worlds are the precursor to today’s popular transmedia forms, thus offering a historical perspective on contemporary popular culture and transmedia storytelling.