When she boards the express train to Shanghai, notorious adventuress and seductress Shanghai Lily (Marlene Dietrich) finds herself reunited with medical corps officer Captain Donald Harvey (Clive Brook), the man who deserted her but whom she has never stopped loving. Also on board the train is merchant Henry Chang (Warner Oland), who unsuccessfully propositions Lily. However, it transpires that Chang is really a rebel leader, and when his men storm the train he threatens to have Donald tortured unless Lily accedes to his sexual demands.