A 1990s New Yorker finds herself obsessed with the love story between Wallis Simpson (Andrea Riseborough) and King Edward VIII (James D'Arcy) in this drama directed by Madonna. Unhappily married Wally (Abbie Cornish) is fascinated by the life of Simpson, the American divorcee Edward VIII gave up the English throne for. While visiting a Sotheby's auction of the Windsor's estate, Wally realises that the couple's life together was not all sweetness and light. However, she also learns of the sacrifices Wallis was prepared to make for the man she loved, which gives her renewed strength to choose her own destiny. Journeying between the past and present, the film contrasts and compares Wally's modern day journey with the story of the Windsors, from their early days in the spotlight, to their later years of isolation.