The film tells the story of a young Jewish girl who after being separated from her father in Soviet Russia, grows up in England. As a young adult, she moves to Paris (shortly before the beginning of World War II), and then flees to the United States when the Nazis move into the French capital.
Upon arrival, an English official renames her Susan and places her with foster parents. The foster parents forcibly take the photo away, believing it will only upset her to keep looking at the photo. "Suzie", as she is now called, is constantly teased on the playground by the English students who taunt her by calling her a "gypsy", but she cannot yet understand the English language. A teacher at the school overhears her singing a folk tune her father used to sing to her and uses that to help her learn English. Soon Suzie is singing for a school assembly in perfect English.
Several years pass and Suzie is auditioning for an older woman who is looking for singers and dancers to join her troupe in Paris; Suzie sees this as a way to save enough money eventually go to America. In Paris she meets the Russian Lola (Cate Blanchett) and they form an interesting friendship and move into an apartment together. Lola teaches Suzie about the ways of the world as she has experienced them, and reveals much about her character in the process.
At a formal party, both women perform as dancers alongside mysterious performing horseman Cesar (Johnny Depp), a Romani who says little but develops a quick rapport with Suzie. After their performance outside, they overhear a marvelous tenor inside singing alongside the piano. The voice belongs to Dante (John Turturro), an Italian opera singer who immediately catches Lola's eye. She strategically works her way into his good graces, falling for his charms and enticed by his wealth and success.
Meanwhile, Suzie has befriended the middle-aged neighbor downstairs, Madame Goldstein (Miriam Karlin), a woman who used to look scornfully upon Suzie and Lola for their carryings-on. Muttering sharply to Suzie in Yiddish one day under her breath, Suzie turns quickly and asks her to repeat herself. Madame Goldstein recognizes immediately that Suzie understood her, and that she too is Jewish; they subsequently strike up a fast friendship.
Throughout the bulk of the film, Dante, Lola, Suzie, and Cesar all work together on an operatic show directed by Felix Perlman (Harry Dean Stanton). Dante quickly turns out to be a mercurial sort who demands to be treated like a king by essentially all who know him, which effectively alienates him from Suzie straightaway while Lola glosses over his temperament, mindful of his importance to her security. Meanwhile, Suzie has become intrigued with Cesar, and he introduces her to his "family" (essentially his entire tribe). This intrigue soon turns to love as Suzie spends more time with Cesar and his family.
One day Dante is rifling through Suzie's things after a dalliance with Lola in the apartment and he discovers the photo of Suzie's father, thus deducing her Jewish heritage. Suzie overhears this exchange and is concerned. Madame Goldstein has apprised her of the dangers on the horizon with Hitler's advance into Poland and what that could mean for the Jews, though Madame Goldstein is relatively unconcerned about their safety as Paris was not perceived to be under direct threat at that time.
However, the rest of Paris is not so sure about the safety of the city, and a mass exodus begins. Raids begin to befall the citizenry and Madame Goldstein is hastened away in a black car by uniformed officers as Suzie watches in shock from a distance.
With all the political turmoil underway, the crowds for the operatic show dwindle to near nothingness, and the only cast members left are Dante and Suzie (it's not explained why Lola is absent from this performance). Impressed with Suzie's singing voice, Dante attempts to seduce her and is rebuffed. He takes umbrage at this slight to his ego and takes the opportunity to verbally lash out at Suzie for her heritage. Felix Perlman, the director of the show, comes to her defense; he reminds Dante that as an Italian in Paris at that time, should Mussolini align with Hitler's Nazi regime, Dante's own safety in Paris would be in just as much jeopardy as any Jew's safety. He also reminds Dante that he himself is a Jew, and tells him that the show is shut down permanently. Since singing is his life, Dante is shaken to the core by this development and spends time in church praying for the Germans to win so that he may be a famous singer again. Thunderous footsteps in lockstep-march are heard in the distance, as Dante and Suzie are both roused from their respective slumber by the echoes; he had fallen asleep in the church and she was resting at home. The Nazis are marching into Paris.
We soon see Dante returning to his earlier role as minstrel, performing in the same opulent music room as he did the first time Suzie and Lola encountered him. This time, however, Lola is a party attendee, bejeweled and very elegantly dressed and coiffed, looking on with feigned admiration. The guests appear to be Nazi officers. Suzie and Cesar and some of his family are outside performing as well, and after both performances are over, Suzie is cleaning up after Cesar's horse. Dante takes the opportunity to snub her by attempting to put her in her place, but Suzie turns the snub around and reminds him that by going back to his old act, he is doing no better professionally than she is. Dante stands quietly incensed as Suzie walks away. Without realizing it, her timing is terrible, because as soon as Dante makes his way back towards a waiting car containing Lola, a Nazi officer inquires casually as to Suzie's heritage (seeing her with Cesar's family, he is concerned that she is Romani). Dante denies that she is Romani, and the Nazi officer presses him on her heritage; Dante hesitates for several seconds as Lola waits inside the car, holding her breath. He seems to be wrestling with himself, but finally, he tells the Nazi officer firmly, "She is a Jew." He then gets into the car as Lola looks stricken.
Soon thereafter Lola sends for Suzie and informs her of the immediate danger she is in, without revealing details as to Dante's betrayal. Lola has purchased two tickets on a steamer headed for America, one for Suzie and one for herself. It seems she too has finally grown tired of Dante's temperament, and his betrayal was the last straw. Suzie and Cesar meet and embrace in fear; the Romani village has been attacked and a member of his family has been killed. Both Cesar and Suzie know she must flee for her safety but neither is eager to part.
Suzie retreats to her apartment that evening to pack her things, safely tucking her father's photo into the suitcase. A knock at the door turns out to be Cesar and they share a tender last evening together. She expresses her desire to stay and help Cesar fight the Nazis for his family, but he tells her she must fight for herself. "It is better to run and live than stay and die," he tells her. In the early dawn hours, as Suzie sleeps in his arms, Cesar sobs quietly. A couple hours later, Suzie slips out the door silently so as not to rouse the sleeping Cesar, though as soon as she closes the door behind her his eyes snap open, revealing that he was awake the whole time she was preparing to leave.
Suzie and Lola are then seen on the ship headed for America; we later see Suzie singing onstage (Gloomy Sunday) during dinner for the ship's guests, including Lola, who seems to have found a new patron in an elderly gentleman. She confesses to Suzie later that he is older than she would like, but he will take care of her... and Suzie, she remembers, almost as an afterthought. Later that evening, Lola goes for a swim in the ship's pool; she re-enacts some of the scenes she saw from a synchronized swimming routine film earlier that mesmerized her. Suzie stands on the deck under shelter from the rain, looking at the photo of her father that she keeps in her pocket. Suddenly a loud whining sound is heard and Suzie steps out to look into the sky with great concern. It is either a torpedo or a bomb, and the ship is terribly damaged. Lola was in the pool at the time and is presumably drowned by falling wreckage; Suzie struggles to stay afloat in the water amidst the burning remains of the ship. She is rescued by a passing boat and taken to what appears to be New York City.
Suzie enlists the help of several people in discovering what happened to her father; she encounters a small group of people who are very familiar with him but said he moved out West after hearing about what happened to the village back in Russia. Presuming his entire family had been killed, he vowed never to sing again and started a new life, complete with a new name (Abrams). Suzie tracks him down to Hollywood and a reluctant employer tells her that her father has a new family and is very ill in the hospital, likely with exhaustion or worse. She makes her way to the hospital, walks past his new wife and children who are waiting outside the door to his room, and finally finds her father. He recognizes her immediately, but his illness is evident and he cannot even lift a finger to reach out to her. She sits on the side of his bed and sings the family folk tune to him as tears roll down both their faces.
The film screened at various film festivals, including: the London Film Festival, London; the Mar del Plata Film Festival, Argentina; the Tokyo International Film Festival, Japan; the Reykjavik Film Festival, Iceland; and others.
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