“Paraguay” does not lend itself easily to a plot analysis because Donald Barthelme has not created a clear sequence of events. Nevertheless, the fifteen sections of the story, all but one with its own heading and most with only a tenuous relationship to the others, do add up to a recognizable journey to a bizarre country.

The opening section, narrated by an unidentified “we,” describes an expedition, apparently in the Himalayas, making its perilous way up and down peaks and through passes. The tone is similar to that of dozens of other reports of its kind. Indeed, a footnote then identifies the passage, “slightly altered,” as a quotation from a book published in 1906, A Summer Ride Through Western Tibet, by Jane E. Duncan. The alteration no doubt refers to the last sentence of the section: “Ahead was Paraguay,” which is obviously not part of the original quotation. The second section, entitled “Where Paraguay Is,” says that this country is not the one in South America. “This Paraguay,” the narrator states, “exists elsewhere.”