David Locke is a disaffected television journalist in northern Chad, hoping to interview rebels involved in a civil war. When interviewees prove scarce and his Land Rover is abandoned in a sand dune, he trudges back to his hotel. Exhausted, he discovers that a fellow guest, Robertson—an Englishman with whom he had formed a casual friendship—died in his room that same night. Seizing the opportunity, Locke switches identities with Robertson, whom he greatly resembles, and reports his own death at the front desk. He then collects Robertson's belongings, including a pistol, an appointment book, and a passport, and alters the passport to bear his own photograph.
In London, Rachel Locke—Locke's unfaithful wife—becomes guilt-ridden when she learns of his death. She enlists Martin Knight, a BBC producer and friend of her husband, to locate Robertson and piece together Locke's final days. Locke, meanwhile, has flown to Munich, where an airport locker reveals a folder with a price-list and copied pages illustrating armaments. Acting on a whim, he follows a white horse and carriage to a wedding in a baroque chapel. At the end of the ceremony, two men who observed him at the airport confront him and demand the papers. After Locke hands over the papers from the locker, they give him an envelope of money and tell him that the second half is to be paid in Barcelona. It becomes clear that Robertson was an arms dealer for the rebels Locke had been trying to contact in Chad.
In Barcelona, Locke spots Knight again, who is pursuing Robertson. Locke encounters an architecture student, Girl, while hiding in Gaudí's Palau Güell. Later, at La Pedrera, Locke asks the girl to fetch his belongings from the hotel so he won't be seen by Knight, who is watching the lobby. Knight overhears them and speaks to her outside. She offers to take him to meet Robertson, but manages to lose him. She and Locke become lovers as they leave Barcelona, flush with cash from the down payment on undelivered arms. Locke remains drawn to the meeting promised in Robertson's diary, but the contact does not show up; the men arranging the arms deal are abducted, interrogated, and beaten by hitmen working for the Chadian government.
Back in London, Rachel receives Locke's belongings, and learns of his failed pursuit in Barcelona. She heads to Spain to find Locke, as the hitmen trail her, thinking she is after Robertson. Rachel receives help from Spanish police, but Locke and the girl stay one step ahead. With their getaway car damaged, Locke sends the girl away, instructing her to meet him three days later in Tangier. Virtually trapped, Locke checks into a hotel in Osuna, where the girl has rejoined and booked a double room posing as Mrs. Robertson. He tries to persuade her to leave, but she lingers around the dusty square outside. The hitmen arrive at the hotel and depart just before the police arrive with Rachel. The girl joins the pursuing group, and they find Locke dead in his room. When asked if they recognize him, Rachel says she never knew him, but the girl says, Yes.