Richard Hanney has a rude awakening when a glamorous female spy falls into his bed - with a knife in her back. Having a bit of trouble explaining it all to Scotland Yard, he heads for the hills of Scotland to try to clear his name by locating the spy ring known as The 39 Steps.

André Garnier, a young pianist, who was sent to deportation following a denunciation, absolutely wants to find his informer. He falls in love with Hélène, the mistress of a wealthy industrialist, Bernier, in whom he soon discovers the man who once sold him to the Gestapo. Bernier is soon found murdered. André deflects suspicion on Jacques, the victim's secretary. Hélène and André's affair ends up being discovered by the police, who seem to see in it the motive for the crime. André surrenders to justice.

Francis, a young man, recalls in his memory the horrible experiences he and his fiancée Jane recently went through. Francis and his friend Alan visit The Cabinet of Dr. Caligari, an exhibit where the mysterious doctor shows the somnambulist Cesare, and awakens him for some moments from his death-like sleep.

A fading southern belle moves in with her sister in New Orleans where her ferocious brother-in-law takes stabs at her sanity.

Overwhelmed by her suffocating schedule, touring European princess Ann takes off for a night while in Rome. When a sedative she took from her doctor kicks in, however, she falls asleep on a park bench and is found by an American reporter, Joe Bradley, who takes her back to his apartment for safety. At work the next morning, Joe finds out Ann's regal identity and bets his editor he can get exclusive interview with her, but romance soon gets in the way.