If you're a big fan, you already knew what was coming in the season finale. But it didn't make it any easier -- or less heartbreaking -- to watch.

The majority of the Season 3 "Downton" finale, or the "Christmas special" as its called in the U.K., took place in Scotland, where the whole family (minus Branson) visits the Highlands home of the Dowager's niece, Susan, and her husband, Shrimpy. Most of the trip included bagpipes, hunting, more bagpipes and Scottish reel dancing.

But more on that later (and more on O'Brien meeting her Scottish lady's maid doppelganger). Because the most pivotal turn of events involve Matthew.

Since the U.K. episodes air way before they do here, there had already been reports months ago that Dan Stevens was leaving the series at the end of Season 3. I had heard the news and chose not to read further. I didn't want to know exactly what would happen.

And what happened was so rough to watch.

We start this two-hour finale (yes, another two-hour episode), one year after the events of the penultimate episode. Looks like Mary's vague ladyparts surgery worked, because she's pregnant, about eight months along. So it's the perfect time for her to tramp around the rough Scottish highlands.

Still, everything seems fine for awhile. Mary takes it easy (even though she dreams she could dance and do more fun things like stalking and hunting with the men). Towards the end of the 10-day trip, there's a ball, and Mary starts to sense things aren't as they should be. The baby's coming early!

As Mary and Anna get off the train for Downton, Mary asks to go to the hospital right away. She sends for Matthew (who stayed back at Duneagle castle. Side note: I didn't believe he would ever do this, despite Mary's urging that he stayed behind), and is taken in at the hospital by Dr. Clarkson and Isobel.

The baby comes quickly (we don't get to see the birth, despite probably everyone's desire to see Lady Mary shout out in pregnancy throes), and Matthew arrives to see his wife cradling their son! New heir!

Mary's very proper summation of the events: "We've done our duty. Downton is safe." (To be fair, at the hospital she does show some sweet emotion when she says that, without Matthew, she only feels half of herself. Aww.)

Matthew is overjoyed, holding his son, fighting off tears, talking about how much joy this "little chap" has brought with him (most Britishy way of reacting to a birth: "I feel like I swallowed a bunch of fireworks!" he says).

The couple's finest moments are short and sweet. Matthew reassures his wife that she's going to be a wonderful mother because she's such a wonderful woman. He says he falls more in love with her every day that passes.

Mary says, "Will I be your Mary Crawley for all eternity?" (a little heavy-handed here, especially since you knew something was about to happen to Matthew). A running conversation between Mary and Matthew this episode was that she feels as though Matthew is the only one who knows the real her, and everyone else thinks she's mean and cold and nasty, which is pretty true).

Matthew leaves the hospital and the last few minutes of the episode are heartbreaking. We see the family anticipating the baby's arrival, intercut with an ecstatic Matthew driving quickly to the house.

Robert has a moment of reflection: Despite all their hardships over the past few years, the house will soon be financially sound and there's two healthy heirs living in the home now.

"I wonder what I've done to deserve this," Robert questions.

As soon as the Dowager offers that not everyone gets their just desserts, we go back to Matthew, a victim of a car crash. We see his car overturned and he underneath, his head bleeding. He's quite dead and no one knows yet.

The last scene is wordless and perfect. We see Mary cradling her son, touching his full head of hair, watching his tiny fingers twitch. There's a permanent smile on her face as she anticipates her extreme happiness and fulfillment to come.

But that's not going to happen.

It all leads to several questions going into Season 4. There are spoilers online if you'd like to not be surprised. I chose not to read some of the plot points, but I'm assuming much of the season will be dealing with Matthew's death, raising his son, Mary attempting to move on.