Isabel Jimenez is a teenager witnessing a horrible feud between her own family and the Fuentes family, a fued involving broken hearts, property disputes and a mysterious fire that destroyed the Fuentes house. Isabel's uncle is murdered by Jeronimo Fuentes, who later tries to stab her father. After Jeronimo dies in jail, Isabel must look outside of her family for the truth, learning from the village idiot that her father may have set fire to the Fuentes home.

The plot follows the story of twin brothers, one is a coldhearted violent police officer, the other is a helpless romantic with a mental disability. The two brothers are tragically involved with a prostitute who works in the bordello that gives the film its title. The film was adapted from an eponymous novel written by Juan Marsé.

Raimunda, her daughter Paula and her sister Sole travel from Madrid to the windy and superstitious village of Alcanfor de las Infantas to visit the grave of their mother Irene, who died years ago in a fire with her husband. Then they visit Irene's sister Paula, an old senile aunt that raised Raimunda after the death of her parents that insists to tell them that Irene is alive and living with her; later, they go to the house of her neighbor and friend Agustina, who gives a support to Paula. They return to Madrid, and after a hard day of work, Raimunda meets her daughter completely distraught at the bus stop waiting for her. When they arrive home, Paula tells her mother that she killed her unemployed father Paco, who was completely drunk and tried to rape her. While Raimunda hides his body, Sole calls her to tell that their beloved aunt Paula has died. The next morning, Sole travels alone to the funeral, and when she returns to Madrid, she finds her mother hidden in the trunk of her car... Written by Claudio Carvalho, Rio de Janeiro, Brazil