Set in contemporary New York City, Cacaya is the story of a young Brazilian woman, who ends her tumultuous relationship with an American man, and then discovers she is carrying his child. The couple's struggle to interact during the pregnancy, and to deal with the situation, increases the tension between them. The film interweaves this modern narrative with indigenous Amazon rainforest folklore and ancient Greek mythology of the Amazons, using the framework of German dramatist Heinrich von Kleist's 1808 tragedy Penthesilea.
Three burglars will soon realise they are not alone in a manor house when they discover a doll mysteriously appearing.
A frame that says, 'Drink makgeolli (rice wine) here and the one you miss will return' is hung on the wall of a tavern titled The Return. The tavern's regulars miss their lost ones.