Arthur Curtis is a businessman planning a holiday with his wife. One day, he finds that his phone no longer works, and discovers his office to be a set on a sound stage. He is told that Arthur Curtis is merely a role he is playing, and his real name is Gerry Raigan, an alcoholic movie star caught in the middle of a brutal divorce and a declining career. He tries to locate Arthur Curtis's house, but cannot find any evidence of it, and Raigan's agent tells him that the movie called "The Private World of Arthur Curtis" is being cancelled because the filmmakers believe that Raigan has had a nervous breakdown. Raigan/Curtis rushes back to the set, which is being dismantled, and demands not to be left in the uncaring world of Gerry Raigan. Curtis reappears in his office as it was before, just as his wife arrives. As he hears echoes of the studio sounds, he tells her that he doesn't want to lose her and that they should leave for their holiday immediately. Meanwhile in the "real" world Raigan's agent shows up on the set to find that Raigan has vanished. As the set is being dismantled, a teaser shows the "Arthur Curtis" script left on a table, waiting to be thrown in the rubbish bin.
In the last scene Curtis and his wife board a plane, which takes flight and fades away into the sky