The action switches between contemporary London and Meanwhile City, a gothic-like metropolis in a fantasy world.
Meanwhile City is a place in which religion is the rule. Everyone must adhere to some sort of faith, be it Christianity, Buddhism or 7th Day Nail Varnishers or Washing Machine Purists. John Preest is a masked vigilante detective and the only atheist in Meanwhile City, which makes him an outlaw. He is on the trail of a young girl who was kidnapped by The Individual, leader of a cult called the Duplex Ride. He meets his informant, Wormsnakes, who not only tells him that the girl is dead but also betrays him to the religious authorities. Preest flees to the rooftops but is captured and jailed.
In London, a young man called Milo is jilted by his fiancée at the rehearsal for their wedding; Peter Esser, an elderly church warden from Cambridge, goes to London in an attempt to find his son David, who is apparently living among the homeless; and Emilia, an art student, films herself attempting suicide by various means - drugs overdose and wrist-slashing - always being saved at the last moment by the emergency services whom she called beforehand.
In Meanwhile City, Tarrant, a leading official, offers to release Preest from prison if he finds The Individual, who has returned after a long absence. Preest agrees but, as he is about to be fitted with a homing device, he overcomes his guards and escapes. He finds Wormsnakes and beats him up for betraying him four years beforehand. He also leaves an address for Wormsnakes to pass on to The Individual, whom he intends to kill in revenge for the girl.
In London, depressed over his rejection, Milo starts seeing the figure of Sally, a friend he knew at primary school, but who keeps disappearing when he tries to approach her. He then finds her working as a teacher at the same school and they agree to meet in a restaurant later in the week. When he tells his mother about this happy event, she claims that Sally was in fact an imaginary friend whom he came up with when he was six years old, following the death of his father!
Peter Esser manages to track down Bill Wasnik, a former soldier who knew David while serving in Iraq. Bill complains about how, four years ago, David confronted him in a pub over some dead girl, provoked a fight and was overpowered by the police on the pub roof. He tells of how he was also beaten up a few days ago by David who left him an address for some individual.
Peter visits the army psychiatric hospital, run by a Mr Tarrant, who tells him that David was about to be released when, refusing to wear a tagging device, he overcame the orderlies, killing one of them in the process. It emerges that David holds his father responsible for the death of his younger sister who was killed in an accident just before he returned from Iraq. Peter fails to give Tarrant the address given to him by Bill, simply putting his faith in God.
Emilia's filmed suicides hardly impress her tutor. She finally goes to confront her mother Margaret with whom she has been attending counselling sessions. Much of their arguments at these sessions have revolved around Emilia's estranged father, whom Margaret hates to talk about. It emerges that Emilia was actually sexually abused by her father and that her mother took her away while he was on a business trip. Mother and daughter embrace one another, but Emilia then goes home to prepare yet another suicide, this time by gas.
Peter goes to the address and presses the buzzer marked "Franklyn", as per the address, but is actually the buzzer to Emilia's flat. She tries to tell him through the intercom that he has the wrong place but, not realising that it is not his son, Peter says that he will be waiting in the restaurant opposite.
A man then arrives at Emilia's flat. After introducing himself as "John Preest", he breaks in and, armed with a rifle, takes up a sniper's position at the window. Through the lens, Preest can see his nemesis, The Individual (actually Peter Esser), in the restaurant.
Milo himself arrives at the restaurant and confronts Sally over the fact that she is just a figment of his imagination. She tells him to overcome his need for her for someone real. She is about to go when Milo kisses her, only to be shot by Preest (actually David Esser shooting at his father).
In the chaos that ensues, Emilia manages to escape her flat which is filled with gas from her failed suicide. David flicks on a lighter, deliberately blowing up the flat and himself. Peter goes to tell the ambulance men about Milo's injury. In the pouring rain, Emilia (who looks a lot like Sally) sees the wounded Milo and, in a case of love at first sight, they approach one another.