John Malkovich plays Ozzie Cox, a CIA vet who is fired because he is an alcoholic. He takes his revenge by writing some inflammatory memoirs. Cox's soon-to-be ex-wife Katie (Tilda Swinton) steals the disc containing his memoirs and accidentally leaves it at the gym where it is found by a trainer, Chad Feldheimer (Brad Pitt) and the gym's owner, Linda Litzke (Frances McDormand). They believe they can use the info to blackmail Cox.

Harry Pfarrer (George Clooney) is an oversexed, fanatically fit, lactose-intolerant federal marshal who is sleeping with Cox's wife. He meets Linda via an online dating service and gets entangled in the blackmail scheme, when he stumbles across Chad breaking into his and Katie's house.