Act One

As the music begins, the lights come up on three women sitting in what look like individual hotel rooms in a worn-down dive. The women are in period dress, reflecting Chicago in the late 1930s. The Lady from the Road, a warm and beautiful woman in her late 50s or early 60s, has surrounded herself with memories of her brighter past. The Woman of the World, a stylish creature of indeterminate age, surrounded by an equal amount of perfume and liquor bottles, spends the evening preparing for her gentleman caller. The Girl With a Date sits in a sparsely decorated room determined to make a fresh start in the big city. Behind them, The Man in the Saloon, at once charming and dangerous, watches with a wary eye and comments with a silver tongue.

The Women sing from their individual areas as they set the stage for the evening. As much as they long for a man to hold them, they're alone ("Blue Blues"). The Man, in the band area, sings about his hard luck as the women dream of a better time to come ("Four Wall Blues / I've Gotta Date with a Dream"). The Man hangs out with the band as the Lady addresses the audience. She introduces the characters on stage, then changes into a flashy costume from her days as a singer. She sings "New Orleans Hop Scop Blues" as she shimmies and dances.

The Woman sits in her armchair and reminisces of days gone by. As she sings, her room is temporarily transformed into a dance hall ("Stompin' at the Savoy"). She sprays herself with perfume as the lights crossfade to the Girl. The Girl turns on her radio and recognizes the tune ("Taking a Chance on Love").

Addressing the audience, The Lady remembers what good old loving used to feel like. The Woman and the Girl add their voices from their rooms, taking turns and backing her up ("It Makes My Love Come Down").

The Lady goes behind her screen to change as the Girl exits, leaving the Woman alone on stage. She puts on a dressing gown with great style ("Lush Life"). The man appears in another pary of the stage, singing, then exits. At the end of the song, the Woman exits, leaving the stage bare.

The Man enters alone and dreams of a better life – the life he wishes that he had ("I'm Just a Lucky So and So"). The Lady enters in a brightly colored riding outfit, complete with parasol ("Take Me for a Buggy Ride"). The Man sings "Wild Women Don't Have No Blues," singing to each of the women, instructing them. The Women respond with "Lover Man," then join him in "Wild Women Don't Have No Blues."

The Girl, feeling lonely, sings "Willow Weep for Me." The Man shakes his head and exits as The Lady reenters in a large feathered hat and too much costume jewelry, singing a raunchy song about the kind of man that she needs ("Kitchen Man").

The Girl and The Woman enter from opposite sides and sing "When Your Lover Has Gone." The Lady joins them, and they sing "Take It Right Back," proclaiming that they are done with low-down, dirty-dog men.

Act Two

The lights come up on each person as they begin to sing. They are alone in their individual areas ("Blues in the Night"). The singers have become more and more undone, drinking steadily and slowly over the course of the evening. The shine is beginning to wear off as they reveal their true situations. The Lady addresses the audience, explaining that it's "Blues Time" – around three in the morning. The Girl's date never showed up, The Woman never had anyone to begin with, and the Lady is alone with her memories. The Lady says that she needs to talk to the women in the audience and tells the men to either leave or cover their ears. The other Women back her up ("Dirty No-Gooder Blues").

The Man and the Women trade off as they talk about their worn-down hearts. The Man wishes for a woman to love him the way he is. The Women lament over how untrustworthy men can be ("When a Woman Loves a Man / Am I Blue"). As the Man starts to leave, The Woman comes downstage and focuses on him, singing that she wants a "Rough and Ready Man" – one who isn't afraid to work. The Man shivers and exits as The Woman gets more and more carried away.

The Girl, sitting at the table in her room, is clearly a little drunk. She feels that she's growing old and has to live while she can, teasing the men in the audience with the "Reckless Blues." The rest of the stage goes dark and The Lady is taking one last look at her scrapbook and sings the "Wasted Life Blues." She lies down on her bed as if she intends never to get up again. The Man enters and sings "Baby Doll," looking at The Lady. He turns to the audience and turns up the heat, then struts off cockily.

The Woman sits alone at her vanity, staring into the mirror ("Nobody Knows You When You're Down and Out"). The Lady and The Girl add their voices to hers.

In the Finale, all four singers join in "I Gotta Right to Sing the Blues / Blue Blues." We are left with an emotional impression of what life was like in the late 1930s in Chicago – good music, hard lives and dreams that stretch on long into the night.