"That girl" is newspaper sob-sister Tony Bellamy (Claire Trevor), whose nose for news gets her into one jam after another, especially when she poses as an exotic dancer to get the goods on a gangster.
Most people are fed up with Tony's intrusiveness, except for Irish detective Barney Sullivan (James Dunn), who's secretly in love with the girl. Accordingly, it is Barney who comes to the rescue when Tony's journalistic enthusiasm ends up getting her kidnapped.
The film's highlight is Tony's courtroom fan dance, performed at the demand of the capricious Barney to teach her a lesson.