The Kelly's return to Tennessee, and this time to explore a favorite family destination, Chattanooga. Here, Colleen and her family soak up the local color by tasting some delicious moonpies, and trying their hand at rock climbing in the heart of Chattanooga. They even take a ride on the world's steepest passenger railway! Then, they head to Rock City, a gorgeous mountain with a breathtaking waterfall, where they marvel at the views of not only the Tennessee mountains, but also six different states.