Divided into three sections, Melancholia follows a prostitute, a pimp and a nun who wander the countryside, distraught after the disappearance and loss of close friends or partners in a military conflict. A complex series of role changes within the characters ensues as they all struggle with an overbearing sense of grief, loss and longing. A hauntingly tense final section follows an army marching into the blackness of the jungle, knowing they are surrounded on all sides by the enemy, and as they sense their impending doom they struggle continue to march on into the abyss of certain death. Diaz explores the psychological terror of the many disappeared Filipinos over hundreds of years and the lasting psychological effect that it has had on the population.