Inside a featureless metal cylinder with an open ceiling, a Major wakes up and explores his surroundings. There is no doorway but he stumbles across a Clown. The Major knows his rank but has no memory of his name. The Clown doesn't appear to know who he is either, but gestures to three other prisoners: a Ballerina, a Tramp, and a Bagpipe Player. None of them can answer the Major's questions or remember who they are. Each of them woke up and found themselves there, with no memory of what has happened before.
The Major tries to find an exit without success and the Clown warns that he's wasting his time. They speculate they're on another planet, or on a spaceship, or insane, or in a mirage. They wonder if they're in a dream, or dead. The Major insists they're in a nightmare and the Clown wonders whose nightmare they might be trapped in. The Ballerina notes that there's been no food or water delivered, and the Major realizes that he feels no hunger or drink or exhaustion or discomfort. None of the others feel anything either and they've been there for an endless time. The others say that they've tried everything but have given up: the cylinder is their entire universe. Suddenly a loud tolling noise echoes vibrates the chamber. The Major calls out but the bell only tolls louder, knocking them to the floor. The Ballerina suggests that the Major give in, and then dances for him as the Bagpiper plays. The Major insists on finding a way out and tries to break through the wall with his sword, only for it to break. The Ballerina notes that there may be many such dungeons with others like them trapped within. The Major insists that they are people and they belong somewhere, with others who care for them. He suddenly realizes where they must be: in Hell.
The Major continues to tap on the walls with his sword and determines the wall is made of metal. When the Clown suggests they pretend to be acrobats, the Ballerina takes up his suggestion and says they should climb out. The Major takes up her eye and suggests they get up on each other shoulders to reach the top of the cylinder. The Clown admits he has no memory of being a clown despite his clothing, but the others insists it's at least a chance. The Clown finally gives in and they edge their way up the wall, the Ballerina climbing to the top of the human chain. She's still a foot short of the top and the others stretch as best they can. The bell rings out again, toppling all of them to the ground. The Ballerina strains her leg in the fall and the Major comes up with a new idea: they'll form a new chain with himself at the top. He'll use his sword and a rope as a grappling hook, using their clothing as a rope. He assures the others that he'll come back for them.
The Major climbs to the top of the human chain and tries to hook the edge with his sword. After several attempts he manages to snag it and pull himself up. He looks over the edge and the others ask what he sees. He screams and then falls into the snow below. The others can only wonder what happened.
Outside in the snow, a young girl finds a doll of an Army Major in the snow. The woman collecting toys has her put it into a Doll Drive barrel for orphans. As the woman tolls her bell, five dolls lie piled up inside the barrel: a clown, a major, a ballerina, a tramp, and a bagpipe player. The ballerina doll reaches out to the major, a tear in her eye.