Adding a column to a dataframe in pandas using another Column
Iterrow passes a copy of the row, not the reference. This should fix your problem:

df.loc[index,'Keywords'] = str(plot)


However, I would recommend using apply, imho it is more elegant. And it is alot faster.

That would looks something like this

def string_to_keywords(string):
    plot = re.sub('[^a-zA-Z]'," ", string)
    plot = plot.lower()
    plot = plot.split()
    return " ".join([i for i in plot if not i in set(stopwords.words('english'))])

df["Keywords"] = df["Plot"].apply(string_to_keywords)