Round and Round! is a magazine story.
Bill often sees the windmill on his travels and one day, his driver sees a bird building her nest on one of the sails. His driver remarks that it will be like living on a roundabout when the sails start moving. Whenever Bill passes, he always checks to make sure the bird and her eggs are all right.
One day, Bill sees the mother bird carrying a worm back to the nest. His driver explains that this means the eggs have hatched and she is feeding the baby birds. When Bill chuffs past the windmill the following day, it is very windy and the sails were spinning. Suddenly, a gust of wind blew the nest off the sail. Luckily, the nest lands on Bill's cab. Bill immediately stops to prevent the nest from falling onto the tracks. Bill's driver then puts the nest in a hedge next to the windmill. As Bill puffs away, the mother bird sings "thank you" to them.