In February 1929, in Prohibition-era Chicago, Joe is a jazz saxophone player and an irresponsible, impulsive ladies' man; his anxious friend Jerry is a jazz double bass player. They work in a speakeasy owned by gangster "Spats" Colombo. Tipped off by informant "Toothpick" Charlie, the police raid the joint. Joe and Jerry escape, but later accidentally witness Spats and his henchmen gunning down "Toothpick" and his gang in revenge (inspired by the real-life Saint Valentine's Day Massacre). Spats and his gang see them as they flee. Broke, terrified, and desperate to get out of town, Joe and Jerry disguise themselves as women named Josephine and Daphne so they can join Sweet Sue and her Society Syncopators, an all-female band headed by train to Miami. On the train, Joe and Jerry befriend Sugar Kane, the band's vocalist and ukulele player.