The background of the story is 1927, the eve of the beginning of Nazi ideology in Europe. A cute little Jewish girl Feiyinger (Christina Ricci) lives with the singer's father and grandmother in a remote village in Russia. Under the shadow of possible persecution from time to time, her father decided to set off to the United States to find a job and then take over the family. Just after he left, the village was looted. The little girl and the two boys who were traveling with her planned to go to the United States to find her father. When they boarded the ship, Fei Ying'er was separated from them and went to the United Kingdom. Ship, when she was only 6 years old.
A childless couple adopted her and renamed her Susie. At school, the brown-haired Susie was called a gypsy by other children because she could not speak English. But it was discovered that she inherited her father's musical talent, and Susie learned English through singing.
Ten years later, the slender Susie is accepted by the cabaret troupe, and she travels to Paris with the hope of eventually going to the United States, where she becomes good friends with Lola ( Catherine Elise Blanchett ), a beautiful Russian-born dancer. Laura learns her Jewish identity through the signature on Susie's father's photo. Susie is obsessed with saving enough money to go to America, hoping to one day find her father and escape the shadow of the Nazis.
At a high society party, Lola meets Dante ( John Turturro ), an Italian-born singer, while Susie catches the attention of Caesar ( Johnny Depp ) , a young gypsy trainer . Ambitious Lola begins to approach Dante, and she and Susie find a new job in the theater where Dante sings. Soon Lola and Dante were in love, but Susie was very disgusted with Dante's behavior, and she fell in love with Caesar. The Nazi cavalry marched towards Paris day by day, and the threat of death gradually approached Susie. Dante knew of Susie's Jewish blood, and after being reprimanded and despised by Susie, she became angry and told her identity to the Nazis. At this time, Lola also recognized Dante's ruthless face, and she asked Susie to secretly go to the United States with her. Susie has to make a choice, one is Caesar, who she loves but never abandons her family, and the other is to escape from the shadows, find her father, and pursue a new life of freedom.
Susie bid farewell to Caesar and boarded the ferry bound for the United States with Laura. At sea, the boat they were on was attacked by artillery fire, and Lola was killed. Susie, who survived, finally set foot on American soil. At this time, his father was already a successful theater owner. However, he was seriously ill. He always thought that Fei Ying'er and her grandmother had already died in the looting. Facing his long-lost daughter, he immediately called out Fei Ying'er's name.
