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So it all starts out with our girl, the Duchess, who's inherited her political position from her dead husband, the former Duke of Malfi. Despite being a widow, she's still a total babe, and her steward, Antonio, has noticed, although he'd never in a million years make a move on an aristocrat (especially not one who's his boss).
To make the situation more complicated, you have the Duchess's two brothers, the Cardinal and Ferdinand, who are both horribly corrupt and super adamant that their sister not get remarried. To make sure that their sister toes the line, the brothers finagle the Duchess into employing Bosola, a jaded ex-con who's working as Ferdinand's spy.
The Duchess has got her own plans, though. She's had her eye on Antonio, see. He's a stand up guy, has good values, and, hey, not bad to look at. After telling her brothers she won't get married without their consent, she then proposes to Antonio, who, after he gets over being totally shocked, agrees. They decide to keep their marriage a total secret, both because her brothers are nuts and because, in Renaissance times, it really wasn't cool for a noblewoman to be marrying her social inferior. Or, for the matter, for a woman to be deciding who she was going to marry in the first place.
The Duchess and Antonio can't keep their secret safe for long, though. Through a series of complicated events (intrigue! espionage! go see the detailed summary linked on the left!) Bosola figures out that the Duchess is macking on somebody, because as crafty as she is the Duchess can't totally fool him when she eventually gets pregnant and pops out a few kids.
After a few years of observation (yep, years), Bosola reports back to the brothers, who now know that she's getting down with somebody, although they still have no idea that she's married to Antonio. Furious, they plan to figure out what's going on and to punish her.
Things start going downhill fast: not only have we found that the Duchess's political standing has been taking a hit because of all of this secret-husband-secret-kids stuff, but Ferdinand's showed up at the Malfi court. He confronts the Duchess in the middle of the night in her bedroom, accusing her of sleeping around, and completely fails to give a damn when the Duchess reveals to him that she's actually lawfully married. After he leaves, the Duchess, now really worried about the safety of her family, flees the court with Antonio and their kids, but not before she lets slip to Bosola that she and Antonio are married. Busted.
The brothers are now hounding the family throughout Italy, and eventually the Duchess and Antonio split up. The Duchess, along with her maid Cariola and two of her three children, is imprisoned by Ferdinand. Ferdinand psychologically tortures the Duchess (there are crazy people and mannequins of her family members involved; it's complicated) until he eventually has her strangled, along with Cariola and the two kids.
Having becoming increasingly not-okay with his role in all of this, Bosola finally decides that he's gotta do the right thing, and resolves to save Antonio and the remaining child. Ferdinand's gone crazy (as in, he literally thinks he's a werewolf—real crazy), but the Cardinal's still in a fine murderous fettle and contracts Bosola to kill Antonio, not knowing that Bosola intends to whisk Antonio away to safety.
Things go terribly wrong, and in a horrible, so-botched-it-makes-you-want-to-cry-with-frustration scene, Bosola accidentally kills Antonio. At this point, the only thing that Bosola can do is claim revenge upon the brothers, and so in a final, equally confused and hectic scene, Bosola manages to kill both Ferdinand and the Cardinal, but is himself mortally wounded in the process, and he dies deploring the "deep pit of darkness" that is the world.
The only surviving son of the Duchess and Antonio is taken in by Antonio's old friend Delio, who closes the play by hoping that the kid will take over his mother's political title and that some good can come out of all of this horror.
Yeah. Good luck with that, bro.