The Yellow Arrow is an allegorical story which follows the character of Andrei, a passenger on the train known as the Yellow Arrow. This train is known to be travelling towards a ruined bridge, but most passengers, including Andrei, have forgotten that they are even riding it.
The story begins in the morning, whereupon Andrei wakes up and waits in line to get ready in the bathroom before beginning the day. He has a conversation with his friend, Petr Sergeievitch, and another with a nameless, optimistic stranger. After this, he meets up with his friend Khan who reportedly had some obscure business to deal with Andrei. Khan’s ‘business’ is actually a revelation ‒ the revelation that everyone is travelling on the Yellow Arrow towards their ultimate demise in the form of a ruined bridge. Khan discusses about being a ‘passenger’, and that in order to live life without being one, you must consciously be aware that you are a passenger.
Upon leaving the conversation with Khan, Andrei finds that a man named Soskin has died, and the usual ritual of throwing the dead out of the train window has occurred. He has a discussion with Petr about Soskin’s space in his compartment being replaced with someone new, which Abel, who Andrei briefly conversed with in the waiting line, is angry about. Andrei then meets in a restaurant with Grisha, an old friend of his, and Ivan, an associate of Grisha. Grisha is planning to create a business ‒ the ‘Blue Car’ company, in which people pay more to live a more comfortable lifestyle in a separate train compartment.
The next day, Khan brings Andrei to a car near the very end of the train, in which prose about the Yellow Arrow has been scratched into the wall. After viewing this, Andrei becomes deeply philosophical, and resolves that he wants to leave the train while he is still alive.
After reading a piece in the newspaper about the sound of train wheels, Andrei finds that another person called Basadov has died. While the funeral is being conducted, Andrei eavesdrops on a conversation between a young girl and her mother wherein the girl expresses her want to go outside of the train.
The next day while Andrei is having a conversation with Petr, he is interrupted by a bloodied Grisha, who reveals he had been mugged. Petr and Grisha then discuss business, and Grisha begins to strike a deal with Petr, who knows manufacturing doors and locks.
Upon waking up the next morning, Andrei wakes up to Petr rushing off for unexplained ‘business’. He then goes with Khan to the roof of the train compartments; a terrifying feat. They view a man jumping off the roof of the train, serenaded by mysterious musicians in Latino costumes, who promptly disappear when the man jumps into a river and begins to swim away.
Andrei then has a conversation with his old friend Anton, the next day. Anton is painting while Andrei reads him a piece of prose from a book called ‘A Guide to the Railways of India’. Anton doesn’t express any enthusiasm in this philosophy, and cuts Andrei short by announcing that he and his pregnant wife are going to the cinema. Andrei asks if Anton can hear anything, and Anton says he can’t ‒ he can’t hear the movement of wheels, meaning that he has become a passenger.
Andrei goes to Khan’s apartment, only to find that he has either moved, escaped, or died. A woman there gives Andrei a letter which Khan left behind for him. He then meets up with Petr Sergeievitch, who is very happy after having struck a business deal, presumably with Grisha.
When he wakes up the next morning, Andrei instantly knows that something is strange. He walks around the train, noticing strange things he’d never seen before. Outside, there are many people, all looking like they’re celebrating some sort of festival without a care in the world. Time then suddenly stops, and Andrei leaves the train, walking straight out.
