Spain, late 19th century. Judge Javier Zarco finds in a cemetery a skull pierced by a nail and suspects that a murder has been committed.
The old hidalgo Don Alonso Quijano, maddened by the excessive reading of books on chivalry and determined to become a famous and heroic knight-errant, leaves his village and sets out on the road in search of adventure, accompanied by his faithful friend Sancho Panza.
In the late nineteenth century, Miguel Velasco, the son of a wealthy Spanish immigrant established in Mexico, comes to Madrid, where he falls in love with Celia, a chorus girl working at the Apollo theater.