Arthur Darvill and Karen Gillan

Crisp up the fish fingers, chill the custard and get your tissues ready. The Ponds are leaving Doctor Who for good.

On Saturday's midseason finale (9/8c, BBC America), married companions Amy (Karen Gillan) and Rory (Arthur Darvill) will exit the series, but unlike companions past, they won't show their faces again. "Don't expect to see the Ponds come back. That is it. Game over. They're done, they're out," star Matt Smith tells TVGuide.com.

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It's a rather ominous statement to make, considering that time-traveling with the Doctor is hazardous business. Over the past half decade of Doctor Who, at least eight companions have actually lost their lives in the course of helping out the Time Lord. And this is not even counting Rory's multiple semi-fake-out deaths. Could "The Angels Take Manhattan" be the episode in which Rory truly, permanently dies? Maybe. When tasked with picking his favorite Rory death, Smith says, "I do have one, but it's in the episode that we may or may not be about to see."

Whether or not the Ponds are fated to die at this time, their departure will be emotional, thanks to the storytelling skills of lead writer and executive producer Steven Moffat. Although Smith claims not to be much of a crier, his mother is. "I showed my mum some of the rushes, the last couple of scenes, and she was in tears," he reveals. "So that's good. That's a good sign. I think it's a fantastic farewell. I think it's hugely dramatic. There are wonderful twists. There's a great backdrop for a city. I think it's a fitting end to two of our greatest companions ever. ... I think Steven has written them out heroically, which is fantastic. You sort of want to go with a bit of a bang, don't you?"

As the title implies, the Ponds' final adventure is set in New York and features many of its signature destinations, including Central Park, the Statue of Liberty and the Brooklyn Bridge. And in a city full of statuary, how could the Weeping Angels — malevolent beings that turn to stone when observed — not make an appearance to harass the Doctor and his companions? "They're wonderful monsters because it's based on a very simple idea and a very simple conceit ... and from there comes great fear of the angels," says Smith. "If you turn away, they're ruthless. And the fact that they don't speak makes them even more so."

VIDEO: Doctor Who's Matt Smith gives clues about the Ponds' farewell

Smith, the 11th actor to play the lonely time-traveler, compares the last day of shooting with his pals to the bittersweet excitement of the last day of school. But thinking about the end of the journey also prompts memories of the beginning: his first day on set with Gillan, who became the new companion at the same time he became the new Doctor. "The first day we ever filmed was on a beach," he says. "It was me and Karen looking slightly confused, going, 'Are we in Doctor Who now? How did this happen?' It forced us to bond because we were both placed in this strange, mad situation. We were on a beach, it was pouring down with rain, and the tide was coming in, and suddenly we were making Doctor Who."

Darvill's first day was less dramatic. "Arthur fell asleep on his first day on set. He's a big sleeper," says Smith. "We were upstairs on a roof and filming the scene in 'The Eleventh Hour' where I sort of walk through the 10 previous Doctors and go, 'Hey, how's it going, guys. I'm No. 11.' And he kept sleeping between takes... in his nurse scrubs.

"Arthur is so brilliant comedically," he adds. "And the chicks seem to really dig him in the U.S.A. They love him out there. Exciting times for the Darv-tron. That's what I call him."

Smith may not be a weepy fellow, but the affection for his soon-to-be former co-stars is apparent. As the Doctor, however, he's already moved on to shoot more adventures with new companion played by Jenna-Louise Coleman. "It's a strange thing because you end up doing the show you've done with these two people for three years, but suddenly you're not doing it with them. That's going to be a strange alteration for you at work," says Smith. "But the show will outlive all of us. That is the great big star. ... I can only say to the fans that I miss them as all you guys do. They've been wonderful servants to the show."

As for Saturday's big goodbye, Smith and his parents are planning to go to Moffat's house and watch the Ponds' last hurrah alongside the rest of the global Doctor Who audience. "We'll send them off in a good way," he says. "It's going to be sad."

But before mourning the Ponds, check out Gillan and Darvill in the video below discussing their satisfactory ending, favorite Rory deaths and the Weeping Angels:

Doctor Who's "The Angels Take Manhattan" airs Saturday at 9/8c on BBC America.