During Spain's civil war a captain helps his friend flee Madrid with his fiancé and others.
Radio announces that passes for the last train out of Madrid may be obtained from Captain Ricardo Alvarez (Anthony Quinn). Col. Vigo (Lionel Atwill) tells Alvarez that they are conscripting convicts into the army. Alvarez sees the name of Eduardo de Soto (Gilbert Roland), who is transported with other convicts in trucks. Alvarez summons Eduardo into his car and tells him to shave and keep out of sight. Eduardo calls on Carmelita Castillo (Dorothy Lamour), who embraces him. Carmelita tells Eduardo she is leaving on the last train with Alvarez and marrying him. Planes bomb soldiers, and Maria Ronda (Olympe Bradna) runs off and hitches a ride with Bill Dexter (Lew Ayres) by using a pistol. Dexter is a reporter, and Maria asks him to take her to her father before he is executed. Alvarez tells Carmelita that Eduardo saved his life. Eduardo has no pass but leaves despite the danger. Dexter pleads to see Carlos Ronda, and Maria embraces her father, who tells her to go to Valencia.
Juan Ramos (Robert Cummings) in the firing squad refuses to shoot. Col. Vigo transfers Ramos to the trenches and gives him two hours leave. In the street a man is shot, and Ramos asks Lola (Helen Mack) for his pass to Valencia; but she calls him a coward. After they recall their childhood, Lola gives Juan the pass. Dexter and Maria flee bombing from planes in a wine cellar, and Dexter gets drunk. At a cafe Eduardo meets Baroness Helene Rafitte (Karen Morley) but pretends not to know her as a soldier watches. Helene meets Michael Balk (Lee Bowman). Helene asks Eduardo to go with her on the train and says she'll get him a pass. Eduardo has to run out. Col. Vigo accuses Alvarez of treason for letting Eduardo escape, but Alvarez says friendship is more important than patriotism. Alvarez escapes and finds Eduardo, giving him a pass; but Eduardo realizes his friend is in trouble and rips it up. Helene calls on Balk and gives him 20,000 for his pass. When Balk says he will turn in Eduardo, Helene shoots him. Juan asks Lola to go with him as his wife. Maria cares for hung-over Dexter and tells him they will wed; but Dexter implies it was a joke. Dexter is given a pass as a good reporter and gets one for Maria; but she is gone.
At the train Helene gives Eduardo a pass. On a wagon Juan has to shoot attacking men; but Lola is shot and dies. Carmelita, Helene, and Eduardo board the train. Soldiers search the train and kill a man. Helene is arrested for murdering Balk. Maria finds Dexter, and they board. Alvarez comes in to Col. Vigo with a gun and makes him order the train to go. Alvarez leaves with Vigo but is shot. Col. Vigo finds no bullets in Alvarez's gun and lets the train go as Alvarez dies. In the final scene Maria gives Dexter wine.
Contemporary scenes of planes bombing civilians indicate what is actually happening in Madrid in 1937, though the film's prolog indicates it does not take sides but portrays the drama of war. Danger accelerates two quick romances, and Alvarez sacrifices his life for his friend Eduardo.