Great episode. Capaldi is in perfect form as the Doctor. Rude, brilliant, manipulative and ultimately the good guy. Of course the writers had to give him the lines that he delivers so well, but boy does Capaldi deliver those lines.
The rest of it is great too. Wonderful score with an almost Ennio Morricone feel. Flawless cinematography, lighting and SFX. Great cast. When the writers put in the extra effort to flesh out non-continuing characters like Perkins and the Captain it really elevates the whole production. There are a couple exchanges between The Doctor and Perkins that are just priceless. I really rewound and watched them a 2nd time.
Jenna Coleman is drop dead gorgeous in a flapper dress with a matching flapperesque hairstyle. Would crawl across a desert for that vision. My lord.
But she also delivers with her character. Spending most of the episode on her own side quest.
This story has a couple plot twists you might not anticipate but nothing M Night Shymalan would try. Overall it's a great story well told and it's only flaw is the typical Moffat denoument. Too many of his stories want to bask in the afterglow. Which is cute, but every. Single. Time. It gets kind of old.
As others have pointed out, there is a hanging thread here that could be taken up in a new story.
Who is the hand and voice behind all this? Will we ever know?