Liu Pingguo works at a massage salon in Beijing, and humbly but happily lives with her window-cleaner husband, An Kun. One night, Pingguo is very drunk and is raped by her boss at his office. An Kun witnesses it while cleaning a building window, and is furious. Later, Pingguo finds she is pregnant…
This was the first Li Yu film to feature top Chinese actress Fan Bingbing, who later became a regular star in Li's films. Fan enthusiastically plays the role of a young woman living in the backstreets of the huge city. "Lost in Beijing" sharply depicts two couples' grief caused by money. Due to the film's sex scenes, it was banned by Chinese authorities after its cinema release.