Jerry Welbach (played by Brad Pitt) is a hapless low-level mob employee who has been tasked with retrieving a valuable antique pistol, known as "the Mexican," as a favor to his boss. However, Jerry is also under pressure from his girlfriend Samantha (Julia Roberts) to finally quit his criminal lifestyle and start a new life with her.
Jerry travels to Mexico to retrieve the pistol, but things quickly go awry. He is constantly hassled by local criminals, and his incompetence leads him to lose the pistol multiple times. Meanwhile, Samantha becomes increasingly frustrated with Jerry's continued involvement with the mob.
As Jerry continues on his mission, he meets an eccentric hitman named Leroy (James Gandolfini) who has his own set of problems. Leroy is supposed to kill Jerry, but he also has personal issues that make him question his line of work.
The Mexican is a dark comedy that explores the themes of loyalty, redemption, and the consequences of one's actions. Throughout the film, Jerry struggles to balance his obligations to his boss, his girlfriend, and himself, leading to a tense and often humorous journey through Mexico.