Storyline: "A Prairie Home Companion", hosted by humorist Garrison Keillor, is a down home radio variety show recorded and performed live in front of an audience in a theater in St. Paul, Minnesota. A show from another era, "A Prairie Home Companion" has been canceled. The regulars are performing on the last show, including Dusty & Lefty, singing/guitar playing cowboys with a risqué sense of humor, and the Johnson Girls, a sister singing duo of Rhonda and Yolanda who have a penchant for talking over each other. As the show goes on, the regulars, backstage, talk about their lives in relation to the show. Other goings-on include Yolanda and others trying to convince her shy somber daughter, Lola, to sing on this last show. As all this goes on, a mysterious woman in a white trench coat who is on a mission wanders around the theater, while the show's dim security guard, Guy Noir, who usually has nothing to do security-wise, follows...