Malcolm Wainwright is the grandson of Kathy Nightingale and Ben Wainwright. After her grandmother Kathy was sent back in time from 2008 to 1920, Malcolm was instructed by her to deliver a letter to her friend Sally Sparrow, at the exact time and place where Kathy disappeared. This was to explain why she mysteriously vanished without a trace. Kathy was actually witness to this event in the seconds before she was sent into the past, although she didn't know what it was all about; this is how she knew when and where to send Malcolm to send the letter.
Malcolm's great-uncle is Larry Nightingale, who was Kathy's brother. Later on, Sally walks off with Larry, which could suggest that one day Sally will be related to Malcolm. (DW: Blink)