During a bitterly cold winter in a snowy northern city, a self-confessed thief has just tried to commit suicide by hanging himself from a tree in a local park. Rescued against his will and obliged to attend sessions with a well-meaning but naive therapist, our narrator, an immigrant from a sunny Arab country, tells her - and us - his heart-rending and sometimes hallucinatory story. Leading us back to his childhood in a war-torn country and forward into his current life in the smoky emigre cafes of his new city, "Cockroach" traces our narrator's journey, his longing for a place in the world, his guilt over his sister's death at the hands of her husband, and his love for an Iranian woman, Shoreh, whose life is also a flight from the darkness of the past. As the stories converge, our narrator must confront the events of the past in the form of another moral but potentially murderous dilemma in the present.