As Millhauser's fiction centers on the unknowability of reality, it also examines the unknowability of character. Most of his stories do not have distinctive characters.

In fact, the stories themselves attempt to show that character is a fiction, an illusion that can never be known or interpreted. In "Rain," the main character, Mr. Porter, gets caught in a sudden storm. He is characterized at the beginning of the story as precise and fussy, worried about his clothes and fretting about the weather ruining everything. However, as the story is told he becomes more and more indistinct. Trying to reach home, he is slowly melted and washed away by the downpour. As the story progresses, the scene is described as "wavy," "wavering," "floating," "blurred," "rippling," "smeary," "smudgy." While the prose is highly descriptive and precise in its imagery, the imagery is that of melting.

Millhauser writes: Everything was coming...