The novel opens with a man known only as Pilgrim hanging himself in London in 1912. Despite being pronounced dead by two physicians, he somehow lives. Pilgrim has attempted suicide many times before but is seemingly unable to die. He claims to have endured life for thousands of years but has tired of living and only longs for death. He has crossed paths with many historical figures including Leonardo da Vinci, Saint Teresa, Oscar Wilde, and Auguste Rodin.

After his most recent suicide attempt, he is admitted to a psychiatric facility in Zurich as a patient of the famous Swiss psychiatrist, Carl Jung. Pilgrim eventually escapes from the institution and masterminds the successful theft of the Mona Lisa from the Louvre. Next, he sets the cathedral at Chartres on fire. The novel ends with Pilgrim driving a car into a river on the eve of World War I. His body is never found.