A Major wakes up inside off a metal cylinder with an open top. As he explores his surroundings, he stumbles across a Clown in the shadows. The Major doesn't remember who he is, and the Clown doesn't either. There are three other people trapped in the cylinder: a Tramp, a Bagpiper, and a Ballerina. None of them know who they are or can say where they are or how they came there.
The Major refuses to accept the situation and tries to find a way out. The others note that they've considered all the possibilities; they're on a spaceship, or an alien planet, or in a dream, or in a nigthmare, or dead. The Major thinks that someone will come for them, but the others note that no one has ever brought them food or water, and they've never needed to eat or drink. A loud tolling noise rings out through the cyclinder, staggering all five of the occupants. The Major yells at whoever is making the noise but the bell rings out even louder, knocking them to the floor. The Ballerina suggests that the Major will be happier if he gives in, and dances for him as the Bagpiper plays. However, the Major tries to break through the wall with his sword. It breaks on the metal and then concludes that they are trapped... in Hell.
As the Major tries to find an exit, the Clown mocks him and says that if only they were acrobats they could escape. The Ballerina takes him up on his comment and suggests that they climb up on each other's shoulders to reach the top of the cylinder. The others eventually agree and even the Clown gives into the majority. They form a human chain and send the Ballerina to the top, but she is just a few inches short of the top. The bell rings out again and they fall to the ground. The Ballerina has injured her leg in the fall but the Major comes up with a new idea: they'll make a rope out of their clothing and attach it to his sword, then use it as a grappling hook. This time the Major climbs to the top of the human chain and hooks the edge of the cylinder with his sword. He pulls himself up... and falls to the snow outside, screaming. The others wonder if he'll come back, and the Clown considers that they may indeed be in Hell.
Outside, a woman tolls her bell while collecting dolls for orphans. A girl notices an army doll lying in the snow and the woman has her put it back into the Doll Drive barrel. The five dolls lie there: major, clown, tramp, bagpiper, and ballerina. The ballerina doll takes the major's hand in its own, a tear in its eye.