The opening scene is inspired by "The Kiss", a short story by Spanish post-romanticist writer Gustavo Adolfo Bécquer and by Francisco Goya's painting The Third of May 1808. Toledo, 1808. The city has been occupied by French Napoleonic troops. A firing squad executes a small group of Spanish rebels who cry out "Long live chains!" or "Death to the gabachos!" -a Spanish pejorative term for "Frenchmen"-. The troops are encamped in a Catholic church which they desecrate by drinking, singing, and eating the communion wafers. The captain caresses a statue of Doña Elvira de Castañeda and is knocked unconscious by the statue of her husband, Don Pedro López de Ayala. In revenge, the captain exhumes Doña Elvira's body to find her face has not decomposed; there is a suggestion of intended necrophilia.
Cut to the present day where a nanny is reading the voice-over from a book whilst seated on a park bench. The children in her care are given some pictures by a strange man in the park. There are implications of child abduction or pedophilia. Cut to a close-up of a spider and the interior of a bourgeois apartment where a man is "fed up with symmetry" as he rearranges his mantelpiece. The children arrive home and show the pictures to their parents who are shocked that the girls have such images. The parents are disgusted and yet erotically stimulated by the images. When we see the images, they are revealed as picture postcards of French architecture. The parents then let the children keep the pictures and dismiss the nanny. At bedtime, the husband cannot sleep as he is woken in the night by a cockerel, a postman and an emu wandering through his bedroom.
In the next scene, the husband visits his doctor, who dismisses these nighttime experiences as apparitions despite the fact that the husband has physical evidence in the form of a letter from the nocturnal postman. The evidence is never considered as the doctor's nurse interrupts the conversation to tell her employer that she must visit her sick father. The nurse drives through a rainy night, meeting a military tank on the road that is apparently hunting foxes. The soldiers tell her that the road ahead is blocked. The nurse drives to an isolated hotel.
A storm breaks as the nurse checks in at the small rural hotel. Some Carmelite monks are also staying at the hotel. She takes supper in her room while a flamenco dancer and guitarist perform in an adjacent room. The monks interrupt her as she is dressing for bed. They offer to use a holy effigy and prayer to assist her sick father, they begin to pray. Time has passed and the monks are playing a game of poker with the nurse and the hotel manager, gambling with holy relics, smoking and drinking alcohol.
That same night, some new guests arrive at the hotel: a young man and his aunt. The young nephew has brought his aunt to the hotel for an incestuous affair – yet another sexual taboo is addressed. They retire to their room, the elderly aunt confesses that she is a virgin, when the nephew pulls back the sheets to look at her naked body, she has the body of a young woman. The nephew is refused by his aunt and leaves his room to join another couple (a hatter and his female assistant) for a drink. The nurse and the four monks are also invited into the hatter's room. While the guests are socializing, the hatter's assistant dons a dominatrix outfit with a whip. The hatter, who is wearing bottomless trousers, proceeds to be masochistically flagellated by his assistant in front of the other guests who are shocked and leave. The nephew returns to his aunt, who is now willing to make love with him.
The next morning, the nurse leaves for the town of Argenton, giving a lift to another resident who is breakfasting in the bar. This resident is a professor at the police academy. He is dropped off at work where he gives a lecture to a class of delinquent policemen, who behave like schoolchildren, on the subject of the relativism of laws, customs and taboos. The lecture is constantly interrupted, either by the police being called away to respond to crimes being committed, or their own childish pranks, until only two officers are left in the class. The professor continues, using a dinner party at his friends’ house to illustrate a point he is making. We then cut to the ‘dinner’ party which is being held in a modern bourgeois apartment.
The guests are seated around the table on flushing toilets. They politely discuss various issues around the topic of defecation whilst publicly using the toilets that they are sitting on. When a guest is hungry, he excuses himself and retires to the dining room, a private cubicle, to eat food.
We cut back to the police lecture. The two policeman go on duty where they stop a speeding motorist (Mr. Legendre) who is rushing to see his doctor. Mr. Legendre is eventually told by his doctor that he has cancer and offered a cigarette, he slaps his doctor and returns home. Once home, he tells his wife that nothing is wrong with him. They receive a phone call informing them that their daughter has disappeared from school.
We now cut to the school where the teachers insist that the little girl has vanished despite the fact that she is physically present. Her disappearance is reported to the police, the girl is present but none of the adults admit to her presence. In this absurdist scene, she is there – the adults are able to see and speak to her – yet they act as if she is missing.
We follow one of the policemen, who is having his shoes shined. We then follow the man who is sitting next to him to the top of a tower block (the Tour Montparnasse). This man is a sniper who randomly kills people in the streets below. He is arrested, found guilty, and sentenced to death but leaves the courtroom to be treated as a celebrity.
Mr. Legendre is called to see the Prefect of Police who returns the missing daughter. The Prefect is about to read a letter explaining how the girl was found - reading the very same narrative that the nanny was reading at the beginning of the film - but is interrupted and leaves to visit a bar. In the bar, he meets a woman who looks like his dead sister (we see a flashback in which he remembers his sister playing the piano, naked). He then receives a phone call from his dead sister, asking him to meet her at the mausoleum. When he visits the cemetery at night, he finds a telephone in the crypt by his sister's coffin. Her hair is hanging out of the coffin. He is suddenly arrested for desecration by officers who refuse to believe that he is the Prefect of Police.The Prefect is taken to his office, where a different man takes his place. The two men treat each other cordially and discuss crowd control as if they are acquainted. We see the animals in the zoo, the two police chiefs arrive, and direct police control of an unseen riot. The film ends with a close-up shot of an ostrich's head.