On a bitterly cold winter's afternoon, Michael and Caitlin escape their unhappy marriages to keep an illicit rendez-vous. Once a month, for the past quarter of a century, Coney Island has been their haven. These precious, hidden hours are their only nourishment. But now, amid the howling of an angry snowstorm, the shut-down, out-of-season resort feels like the edge of the world. And their lives, suddenly, are on the brink - with news of serious illness on one side, and a move to the Midwest on the other. And so, after half a lifetime spent in secret, certain long-avoided facts need to be faced, consequences examined, decisions made, and - perhaps - chances finally taken. A quiet, intense drama of late-flowering intimacy, My Coney Island Baby condenses, within the course of a single day, the histories, landscapes, tragedies and moments of wonder that constitute the lives of two people who, although born worlds apart, have been drawn together.