In the episode Annabelle, Nels Olson discovers that a travelling circus is coming to town and is worried that his sister Annabelle might be part of it. She had been ashamed of his sister growing up, because she was very overweight, and he didn’t want to be associated with her. They later became estranged.
Annabelle does arrive in Walnut Grove with the travelling circus. However, she realizes that Nels Olson doesn’t want people to know that she is his sister.
At the end of the episode, Nels realizes how happy his sister is and how popular she is amongst her circus friends. He then admits to everyone that he is proud to be known as Annabelle’s brother.
However, what happens to Annabelle after the episode? Annabelle does not appear in any more episodes of the show, nor is she mentioned again. We don’t know what happened after the episode, but we can presume that Nels did keep in touch with her and that she continued her life in the circus.