What begins as a genuine attempt to get an interview with the so-called 'Iron Lady' former British Prime Minister Margaret Thatcher, quickly turns into a game of cat-and-mouse in the United States. The filmmaker Nick Broomfield is snubbed at every turn. Aside from the comedy of Broomfield's repeatedly failing attempts to gain access, the film discusses the accusations that Thatcher's son, Mark, used his mother's connections to effect arms deals in Saudi Arabia.