The narrative of Pilgrim and his psychiatrist, Carl G. Jung, begins with Pilgrim's most recent unsuccessful attempt to kill himself. The surrealistic nature of the tale begins with this mysterious inability of the title character to exit life--a life self-proclaimed to have covered multiple incarnations over millennia each of which he has memory. His friend and his servants take him to Zurich to the renowned psychiatrist's clinic for institutionalization and therapy. Enter Dr. Jung, whose personal and professional life assumes a dominant role in the narrative.

As the story progresses, the reader learns from Pilgrim's journals the interstices of his seemingly endless voyage. While Pilgrim's tale--real or imagined--is progressively revealed, the immediate lives of the Jungs are explored in increasing depth. Layer upon layer of development of plot, past and present, is peeled away until Pilgrim escapes his prison and Jung's emotional chaos is exposed.