This film is dedicated to the master of suspense, Alfred Hitchcock
Richard Harpo Thorndyke (Mel Brooks) arrives to the Los Angeles airport in a state of supreme anxiety, as he's afraid of flying. A screaming woman (Pearl Shear) approaches him after the hard flight, but she doesn't attack him: she's excited because she's just seen her husband. After rejecting a harasser who poses as a police officer (Fredric Franklyn) in everyday clothes, Thorndyke meets Brophy (Ron Carey), his weird chauffer, a man obsessed with taking photographs of everything but who can't lift his trunk. Then, they go to Psychoneurotic Institute for the Very, VERY Nervous, where Thorndyke is about to get hold of the directive position. The old director died of a sudden heart attack, but Brophy thinks he was tampered with.
He starts being introduced to the rest of the staff, Nurse Diesel (Cloris Leachman), looks to be the leader and Dr Charles Montague (Harvey Korman) had ambitioned Thorndyke's position. Thorndyke also meets some of the patients, for example Zachary Cartwright (Ron Clark). He's a high-paying patient who seems to get well, but then is worst than at before. At first, it looks like he hasn't got his painful attacks and isn't afraid of werewolves anymore. Montague, while trying to help Zachary to calm down, tries to scare him some more. Also, Thorndyke watches some of lighting produced by somebody in the building opposite his office. He meets whom he's presented as the millionaire Brisbane (Charlie Callas), who behaves himself as though he were a dog.
We hear some conversations between the staff. Wentworth and Diesel have a sado-masochistic relationship, but Diesel says that the scream everybody hears was the television set. Professor Lilloman (Howard Morris), is an eccentric psychiatric doctor who used to treat Thorndyke. He was Thorndyke's teacher and mentor. He even gets terrified when looking out of the balcony of his office. Lilloman tries to treat Thorndyke once again.
One of the doctors, meek Doctor Wentworth (Dick van Patten) wants to stop misstreating the patients - or not giving them any attention at all. Diesel gives him permission to leave, but then she makes him die while driving - the radio is turned on and it won't stop, and the doctor can't leave his broken down car. The high volume of the music kills him
Thorndyke has always annouced his intention to attend a psychiatric conference in San Francisco. He and Brophy go there. When they sign in, the desk clerk (Jack Riley) realises that somebody, a "Mr McMuffin" phoned to change their rooms, so that it's placed on the 17th floor, the last floor of the luxurious hotel. There, a professional killer (Rudy De Luca) is following them. A crazy bellboy called Dennis (Barry Levinson), finally gives Thorndyke his newspaper on the shower, leaving him scared.
Victoria "Vicky" Brisbane (Madeline Kahn) contacts Thorndyke to enquire about his father, whom she believes to be completely sane. The killer hears a conversation, while Thorndyke is singing "High anxiety" to the jazz tune of a bar piano player (Murphy Dunne). Vicky shows him a photograph of his father, and Thorndyke realises that this man is not the man who behaved like a dog.
The killer disguises himself as Thorndyke, and kills a man (Al Hopson) for no apparent reason. Brophy takes photos of everything. Thorndyke has to run away. He runs away to a park, where he's crapped on by hundreds of pigeons and other birds. He goes to the dry cleaner and finally meets Victoria. He tells her to talk to Brophy, and make a bigger copy of the photograph he had given to the newspaper, as the real Thorndyke can be seen going down on the lift while somebody looking like him killed the man. Brophy complies, but he is stopped by Montague, Norton (Lee Delano) and Diesel. They take Brophy to the north wing of the hospital.
Vicky and Thorndyke get in touch with Lillolman, who looks dead, but he is not, (he says he always sleeps like that). Lillolman says that Brophy was taken by Montague to the north wing, but Thorndyke that the chauffer is not so clever as to have a psychology. Brophy says that they have taken the real Albert Brisbane (Albert J. Whitlock) to kill him throwing him from a tower close to the shore, but making it look like a suicide.
Vicky, Thorndyke, Lillolman and Brophy go after them. They arrive in time. Brophy and Lillolman are soon out of line. Thorndyke tries to run after them, but he is about to fall from the tower. Lillolman talks to him: he's already found out why Thorndyke suffers from high anxiety. His parents shouted to him and baby Thorndyke hated them. After having realised that, Thorndyke goes up and frees Brisbane. Montague poses off as meek when Diesel is not present. Looking like the Wizard of Oz wicked witch, Diesel jumps of the window.
Thorndyke and Vicky get married soon afterwards. And they go on a honeymoon.