New York City in the 1930s. Through George Gershwin's famous tune, "Rhapsody in Blue," a story is told about a day in the life of four random people who are longing for something more: a construction worker, who would rather play drums at a jazz club, an unemployed man looking for a job, a girl who wants to spend more time with her parents but must instead be dragged around the city by her governess, and a rich man with a bossy wife who would just like to have some fun.