This is a movie within a movie. A very talented man troubled with women in his life, creates a life sized theater set of his life in New York.
He directs the play, therefore the actor that plays him. Everyone has a replica in his play. Therefore things go reaally strange. A bit difficult to follow but a fantastic movie overall.
Imagine your life put on stage the next day everyday, yourself played by other people. How would you live? What would you feel?