Episode 9 is about Alphonse’s doubts of his own existence and identity, that he is only but a creation of Edward out of his depression after his fatal mess with bringing back their mother to life.
Alphonse, the younger brother of the Fullmetal Alchemist, started to have doubts about his existence after encountering Number 66, a soul attached to a suit of armor just like himself.
This was in episode 8, where Number 66 poisoned Al’s mind who asked him if he have proofs that his own memories are real and not just some creation by his brother. Depression and doubt entered Al which played in his mind over and over again that he even thought Winry and grandma are all into it.
In this week’s episode, Winry arrived in the hospital after Edward told her that he can not move his right arm. She was saddened for it might be related to the missing screw she found when Ed and Al went home to get fixed. Ed did not notice it at all and instead blamed himself overusing his arm during his recent fight, Winry was happy that it was not her fault. They then noticed Al closed the door of the room after watching them quietly.
Ed wondered what was in Al’s mind, and Winry fixed his arm (and put in the missing the screw). Maes Hughes arrived at this point, after hearing that Ed brought a girl. He also informed Ed that they will soon be free of their escorts, and this worried Winry. She figured that the brothers are in some big and serious trouble for the army to give them escorts. Of course, just like before Ed doesn’t want to tell her about it.
Winry then left to look for a place to stay for the night, Hughes offered his place and carried her in his home. It turns out that it is his daughter’s third birthday. Winry immediately became part of the family, Hughes daughter told her the next morning when she’s about to leave to “come home soon". Then she paid Ed and Al a visit at the hospital.
Upon arriving, Al finally burst out what has been bothering him and told Ed painful words - that the thing that he (Ed) is afraid to tell him was the fact that he (Al) is only an artificial soul. Ed left the room and Winry started to cry and was angry at Al for what he just said.
At the end, it was Winry that put back the trust of Al about his existence, and told him what was his brother is afraid to tell him. He went after his brother (after Winry told him to) at the rooftop of the hospital and they reminisce why and how they ended up in such a situation. Edward and Alphonse renewed their belief and trust with each other, and once again ready to continue their adventure to search for the Philosopher’s Stone.