The stories are set almost entirely in what is now considered the Sunset Park section of Brooklyn; the location is widely misreported as Red Hook, where one story is set and parts of the 1989 movie were filmed. Last Exit to Brooklyn is divided into six parts that can, more or less, be read separately. Each part is prefaced with a passage from the Bible.
- Another Day, Another Dollar: A gang of young Brooklyn hoodlums hang around an all-night cafe and get into a vicious fight with a group of US Army soldiers on leave.
- The Queen Is Dead: Georgette, a sassy transvestite hooker, is thrown out of the family home by her brother and tries to attract the attention of a hoodlum named Vinnie at a benzedrine-driven party.
- And Baby Makes Three: An alcoholic father tries to keep good spirits and maintain his family’s marriage traditions after his daughter becomes pregnant and then marries Tommy, a motorcycle mechanic.
- Tralala: The title character of an earlier Selby short story, she is a young Brooklyn prostitute who makes a living propositioning sailors in bars and stealing their money. In perhaps the novel’s most notorious scene, she is brutally gang-raped after a night of heavy drinking.
- Strike: Harry, a machinist in a factory, becomes a local official in the union. A closeted homosexual, he abuses his wife, molests his infant son, and gets in fights to convince himself that he is a man. He gains a temporary status and importance during a long strike, and uses the union's money to entertain the young street punks and buy the company of drag queens.
- Landsend: Described as a "coda" for the book, this section presents the intertwined, yet ordinary day of numerous denizens in a housing project.