Osaka, Japan. 18-year-old Hiroko is bursting with ambition, driven by her passion for the blues, and a complete outsider in her own homeland. Hiroko leaves behind everything and strikes out on her own, sneaking out in the middle of the night for a one-way flight to Chicago and a chance to make her own way in the blues capital of the world.

The reality of life in Chicago proves far harsher than the ideal land of freedom and sensuality that Hiroko imagined. Frustrated in her initial efforts to break into the blues scene, Hiroko takes a job in a karaoke club catering to Japanese businessmen, living in a tiny apartment upstairs from the club. She catches the eye of Wojcek, an immigration agent who shakes down the club owner, Mama, for bribes that keep him from busting the club for employing illegal workers like Hiroko.

As Hiroko sings Japanese pop songs each night for her unappreciative audience, she imagines herself onstage at a blues club. It's a fantasy that seems out of reach until the night Hiroko meets Milo, a hip young developer who is opening a new nightclub in the long-neglected neighborhood that was the birthplace of electric blues. Hiroko and Milo quickly become lovers, their fiery attraction complicated by their mutual roots in the blues.

When lagging business renders Mama unable to make her regular payment to Wojcek, he shuts down the karaoke club and arrests the illegal girls. Hiroko narrowly escapes, climbing out her window and grabbing a cab to Milo's just as Wojcek finds her room and picks up Milo's business card.

Finding no one home at Milo's condo, Hiroko seeks refuge at Milo's club, Azul. She finds the place in the final stages of construction, a gleaming anomaly on a dilapidated street deserted but for a down-home bar next door called 'Round Midnight. Hiroko follows a sound around back and finds Carlos, a wild young squatter and graffiti artist, digging through Milo's construction debris. Carlos charms Hiroko and takes off with her purse, leaving her alone and empty handed in the late-night street.

Hiroko calls Milo's condo and winds up arguing with another woman who answers the phone. Hiroko spends the night in the junkyard behind 'Round Midnight. In the morning Hiroko is discovered by Zeke, the owner of 'Round Midnight and an old-time blues promoter now fallen on hard times. With no one else to turn to, Hiroko tags along with Zeke to the open market where he sells junk from his yard. At the market Hiroko spots Carlos and chases him into Zeke's waiting arms. Zeke takes them to Carlos' squat in a burned-out rail yard and compels Carlos to return Hiroko's purse. Hiroko and Carlos begin to strike up an uneasy friendship, both of them outsiders in a community of outsiders, and the friendship eventually blossoms into an unlikely romance.

Hiroko returns with Zeke to 'Round Midnight, where she witnesses Milo trying to muscle Zeke out of the neighborhood to make way for a parking lot. Disgusted with Milo's two-timing bullying ways, Hiroko throws her lot in with Zeke, convincing him to let her sit in with the blues band on the little stage in his bar. Zeke sees a potential in Hiroko that reawakens his dormant ambition. He offers Hiroko her first show as headliner, on the very night of Milo's grand opening next door.

Wojcek, fascinated by Hiroko despite himself and needing to silence any witnesses to his corruption, tracks Hiroko to Milo's. Milo, fearing for his new business, gives Hiroko a plane ticket to Japan, and threatens to turn her in if she doesn't use it. Hiroko returns to the karaoke club and appeals to Mama to come forward about the Wojcek bribery and protect Hiroko from Wojcek's pursuit. Mama tells Hiroko that the girls from the bar are in detention, awaiting deportation hearings. Mama won't help Hiroko—she won't risk jeopardizing her own tenuous position.

Hiroko's big night arrives—the night of her debut performance, the night of Azul's grand opening. Wojcek is closing in. If Hiroko is caught at Zeke's, he could lose his bar. Will Hiroko use Milo's ticket to Japan, returning to the life of safety and conformity she left behind? Will she run off to Mexico with Carlos? Or will she stand and face her fate, and risk losing everything for the chance to finally live out her dream of the blues?