Organized around Claire's first-person narration, the framing story in "The Albanian Virgin" is familiar from such earlier books as Who Do You Think You Are? (1978), and Friend of My Youth (1990), in which female protagonists set out, with varying degrees of success, to make "a desperate change in [their] life." After arriving on the west coast, Claire opens a bookstore, hoping to gain some semblance of financial independence and to establish "connections" with the inhabitants and spirit of her new home. Although burdened by an initial sense of isolation and her guilt over past decisions, she is never totally despondent. Rather she is ambivalent, at times feeling like a woman who has "finally come out into the world in a new, true skin," at other times struggling to establish a new sense of balance and purpose in her life. It is in the bookstore that she meets and begins to form a relationship "both intimate and uncertain" with Charlotte and Gjurdhi, who visit regularly in their ongoing attempt to sell an eclectic collection of jewelry and antiquarian books. When Charlotte falls ill and is confined to a hospital bed, Claire becomes a frequent visitor, a role which soon involves listening to a dramatic tale Charlotte claims is her idea for a movie.

Structured as a third-person narrative, Charlotte's framed story opens in the 1920s with the discovery of a young Canadian woman in the mountains of northern Albania, her leg wounded "from a fall on sharp rocks when her guide was shot." Taken to a small village where she is nursed back to health, the woman awakens from an extended delirium to find herself with a new name, Lottar, given to her by the villagers, and a new "guide" to village life, an armed and fierce-looking Franciscan priest. Proving to be unskilled at all but the most menial of tasks demanded of the women in this alien culture, Lottar is to be sold into marriage to a wealthy Muslim. Her only other option, the Franciscan explains, is to take a public vow never to marry or have sex with a man, to become what the villagers call a Virgin. Conceding to this ritualized denial of her sexuality, Lottar escapes the arranged marriage and is left to her own devices tending sheep in the mountains. Later, when the villagers threaten to break their own cultural code and once again attempt to sell her into marriage, she escapes with the help of the Franciscan, first to a bishop's compound in the town of Skodra, then to the harbor in Trieste.

Unfolding alternately, these two apparently distinct tales merge at the story's end, when, in an unsettling moment of dislocation, Claire becomes unsure of the nature of the story she has been told. Relieved from her role as audience by the exigencies of her own life and the sudden disappearance of Charlotte and Gjurdhi, she, like the reader, is never sure whether Charlotte has lived the story she has recounted or if she has constructed it solely from her interest in books and movies. Indeed, when Claire asks Charlotte where the idea for the fantastic tale came from, the answer is intriguingly oblique: "'From life,' said Charlotte indistinctly."

Munro's juxtaposition of the stories of two women "traveling alone" in the world reflects her ongoing fascination with individuals who move beyond the borders of traditional roles and cultural expectations. Both Claire, who "disrupts" the apparent stability of her suburban life, and Lottar, who travels to Europe without a "suitable" companion, are independent women trying to situate themselves in relation to the powerful cultural forces shaping the worlds in which they live. For both, these personal quests are undertaken at a significant cost.

For Lottar, the cost is obvious and dramatic. With her status effectively reduced to that of a piece of property owned by the villagers, she attempts at first to situate herself within the local economy of domestic labor. When this strategy proves futile, she is prepared by the village women for the marriage market, a fate reserved for females "who could bring no price anywhere else, and widows who had borne only girls." Choosing instead to redefine herself through a ritual declaration of celibacy, a kind of ironic revision of the Victorian culture of the old maid, she reinscribes herself within village culture as an honorary man: "a woman who had become like a man . . . [who] put on men's clothes and had her own gun, and her horse if she could afford one, and she lived as she liked." It is only when she flees the mountain village, returning, as it were, to the "real" world that Lottar feels truly free.

For Claire, the decision to leave the "real" world of London also means bearing a significant emotional and physical burden. She too becomes a kind of accidental celibate, cut off from both her husband Donald and her lover Nelson. More important, however, is the deep-seated ambivalence Claire must resolve. Hopeful that her world can expand beyond the controlled boundaries of academia and suburbia to include new and wonderful passions, Claire is, at the same time, hesitant and almost fearful of acknowledging the presence of the magical and unexplainable in her life. Despite her quest westward, she remains a woman dependent upon a sense of clarity and order to structure her world; to move beyond this sense of order, even casually, is at once exhilarating and deeply unsettling. When she loses her bearings momentarily while trying to find Charlotte and Gjurdhi's apartment, for instance, she is overwhelmed by a menacing dismay, a feeling of sudden dislocation when her sense of "connection" with the empirical, knowable world becomes "frayed." The episode ends with Claire posing a question to herself (and to the reader) which resonates through the story, and through much of Munro's fiction: "Wouldn't we rather have a destiny to submit to ... something that claims us, anything, instead of such flimsy choices, arbitrary days?"