Set in Lisbon, Portugal, Madonna describes the World of Madame X in this documentary about her recent album. She is joined by collaborators that were part of or inspired Madame X.
El Rey Eduardo VIII (James D'Arcy) renunció al trono de Inglaterra para casarse con Wallis Simpson (Andrea Riseborough), una estadounidense divorciada. Al mismo tiempo se narra la historia de William y Wally Winthrop (Abbie Cornish) un matrimonio actual.