Director John McNaughton documents comedian Eric Bogosian's one-man show "Sex, Drugs, Rock & Roll" at an off-Broadway theater in New York City. In his performance, Bogosian captures a handful of the colorful and eccentric personalities found inhabiting the city streets and filling the ubiquitous skyscrapers. From a bum trying to make a few bucks on the subway to the power players earning millions, Bogosian provides a wide variety of voices and stories.