The movie starts out with Arthur, King of the Britons, looking for knights to sit with him at Camelot. He finds many knights including Sir Galahad the pure, Sir Lancelot the brave, the quiet Sir Bedevere, and Sir Robin the Not-Quite-So-Brave-as-Sir Lancelot. They do not travel on horses, but pretend they do and have their servants bang coconuts to make the sound of horse's hooves. Through satire of certain events in history (witch trials, the black plague) they find Camelot, but after literally a quick song and dance they decide that they do not want to go there. While walking away, God (who seems to be grumpy) come to them from a cloud and tells them to find the Holy Grail. They agree and begin their search. While they search for the Grail, scenes of the knight's tales appear and why they have the name they have. Throughout their search they meet interesting people and knights along the way. Most of the characters die; some through a killer rabbit (which they defeat with the holy hand grenade), others from not answering a question right from the bridge of Death, or die some other ridiculous way. In the end, King Arthur and Sir Bedevere are left and find the Castle Arrrghhh where the Holy Grail is. They are met by some French soldiers who taunted them earlier in the film, so they were not able to get into the castle.
Andy's girlfriend Polly is planning to spend Christmas at her grandmother's, which puts a kink in his plans to take her to the country club Christmas party. He agrees (for a fee) to pretend to be the boyfriend of his buddy Beezy's girl Cynthia to discourage other suitors (Beezy is also leaving for the holidays), but Andy soon finds her too infatuated with him. Meanwhile, Andy's next door neighbor Betsy begins to fall in love with Andy even though she's younger than him. Everything comes to a head at the country club party.
In the mid-1990s, two inmates bury the burned bodies of two lifers at Mississippi's infamous Parchman Farm; a third old-timer relates their story. They'd served 65 years for a murder they didn't commit, framed by a local sheriff while buying moonshine whiskey for a Manhattan club owner to whom they owed money. In flashbacks we see this odd couple thrown together (Ray is a fast-talking con man, and Claude is a serious man about to start work as a bank teller), the loss of Ray's watch (sterling silver, from his daddy), the murder and trial, the hardships of Parchman, and the love-hate relationship of Claude and Ray as they spend 65 years bickering and looking for a way to escape.
Private-Eye Sam Grunion is reminiscing via flashbacks back to his famous case involving the Romanoff diamonds, and begins with Harpo taking food from the rich for the poverty-stricken, starving troupe in rehearsal for a Broadway play. On one of his daily raids picks up a can of sardines in which the Romanoff diamonds have been hidden. But only Madame Egelich and her two bodyguards know this, and she agrees to back the play, so they can be near the can of sardines and recover the diamonds. But Harpo and Faustion discover them first and they are chased all over NYC's skyline by the bodyguards. Sam Grunion enters the case and quickly becomes enamored of Madame Egelich, and anything else wearing skirts.