Danny Cornish, a sort of stateless man who arranges art exhibits, is called from Tel Aviv to Paris with the news that a great uncle has died, in Birobidjan, the autonomous Jewish zone in Russia, leaving him a valuable art collection and the hand of a huge sculpture of a Golem. The uncle's will instructs Danny to find the rest of the statue, so Danny, who speaks no Russian, embarks on a trip that takes him (and the Golem's hand) to Moscow, St. Petersburg, and Siberia, fumbling with hotel clerks, taxi drivers, and bureaucrats, following leads, and making discoveries about myth, story telling, art, and hope.

An allegory of the Golem, a Jewish mythical creature personifying displacement and exile, this film tells the story of a woman (similar to the biblical Ruth) and her sisters, who are forced into exile after the death of their husbands. It is set in 1990s Paris, where the director was living in self-imposed exile following the ban on his 1982 documentary in Israel. The recurring theme of the film is migrations and unrooting, like the legendary Golem.

Two interconnected stories in the 1930s, one set in Berlin, the other in Palestine: Mania Vilbouchevich Shohat (1880-1961), called Tania, a Russian Jew and revolutionary, goes from Minsk to Palestine to live on a collective. She promotes feminism and laments a shift in the men from self-defense to aggression. Her friend, Else Lasker-Schuler (1869 - 1945), expressionist poet and German Jew, is in Berlin, writing, caring for her son, watching Hitler's movement take power. She goes to Jerusalem and imagines a park for Arab and Jew. Her poems, voiced from within, capture her experience. The film meditates on the violence at the root of Israel's birth: of the Nazis and of the Zionists.

In this film, the itinerary of Flavius Josephus at the time of the destruction of the Temple of Jerusalem in AD 70 crosses that of Prime Minister Yitzhak Rabin, assassinated in 1995, and the memory of the Holocaust through images of Poland. Milim reflects Amos Gitai's views on the history of the Jewish people and Israeli society in the wake of Rabin's assassination.