Cohen captures the droll sensibility and meticulous narration of performance artist and writer Spalding Gray in The Train Story from Swimming to Cambodia. Speaking directly to the camera, Gray relates the story of a chance conversation with a young Navy man on a train to Chicago. The man, stationed aboard a battleship carrying nuclear warheads, reveals himself to be a paranoid anti- Communist, cocaine user, xenophobe, and rampant misogynist. In Gray's analysis, the surreal encounter becomes a metaphor for the lunacy of American nuclear policy. Gray's politely incredulous reaction to the "Navy Man's" bizarre tale is the narrative catalyst for this wry anecdote, which showcases Gray's shrewd comic perspective and powers of observation.