Many years after her notorious husband, Henry Fool, fled after killing a neighbor, Fay Grim (Parker Posey) receives a visit from CIA agent Fulbright (Jeff Goldblum), who tells her that Henry is dead, but that some of his journals have been unearthed in France. She sets forth on a globe-trotting odyssey that soon leads to the discovery that he is alive, and his journals are more than they appear to be.