Borat Sagdiyev, a popular Kazakh television personality, leaves his homeland of Kazakhstan for the "Greatest Country in the World," the "US and A" to make a documentary film at the behest of the fictitious Kazakh Ministry of Information. He leaves behind his mother, his wife Oksana, and other colourful characters of the town including "the town rapist", "the town mechanic and abortionist", and brings along his producer Azamat Bagatov (played by Ken Davitian), and his pet chicken, Buh-Kaw. Much of the movie features unscripted vignettes of Borat interviewing and interacting with Americans, who believe he is a foreigner with little or no understanding of American customs.[4]

While in New York, he sees an episode of Baywatch on television and immediately falls in love with Pamela Anderson. While interviewing a panel of feminists, he learns her name and that she lives in California. Borat is informed via telegram that his violent wife has been violated and killed by a bear. Delighted by the news, he secretly resolves to go to California to make Anderson his new wife. Borat and Azamat were supposed to remain in New York, but Borat justifies the trip to California by telling his skeptical producer that "Pearl Harbor is there. So is Texas." Because Azamat is afraid of a repetition of the September 11, 2001 attacks, which he believes were the work of the Jews, he will not fly there, so Borat takes driving lessons and buys a dilapidated ice-cream truck for the journey.

During the cross-country trip, Borat acquires a Baywatch television show booklet at a yard sale, and continues gathering footage for his documentary. He meets gay pride parade participants, politicians (including Alan Keyes and Bob Barr) and African American youths playing cee-lo. He is also interviewed on live television and proceeds to disrupt the weather report. Visiting a rodeo, Borat, after first exciting the crowd with jingoistic, pro-U.S. remarks, sings a fictional Kazakhstan national anthem to the tune of "The Star-Spangled Banner", which receives a strong negative reaction. Staying at a bed-and-breakfast, Borat and his producer are stunned to learn their hosts are Jewish. Fearful of death ("or worse") at the hands of their hosts, the two "escape" after throwing money toward cockroaches, believing they are their Jewish hosts self-transformed. While Azamat advises a return to New York (where, he believes, "at least there are no Jews"), Borat attempts to purchase a handgun to defend himself against Jews. When told he cannot buy a gun because he is not an American citizen, Borat purchases a bear (which he names after his late wife) for protection.