Irma is the strict and observant owner of the Grand Balcony, a brothel also known as the House of Illusions. She oversees a group of prostitutes and ensures her clients' elaborate fantasies of power are enacted with precision. She maintains tight control over her establishment, watching her employees through closed-circuit monitors and forbidding them from laughing or discussing their work.

George serves as the Chief of Police in the unnamed city, acting as a primary source of information regarding the violent rebellion taking place outside. Despite his position of authority, he suffers from deep insecurity and vanity. He is obsessed with the idea of being immortalized in history and frequently expresses frustration that no clients at the Grand Balcony request to role-play as him.

Carmen works as Irma's bookkeeper, though she previously served as one of the prostitutes at the Grand Balcony. She feels suffocated by Irma's strict rules and misses the active role of her former job. Her primary motivation is a desperate desire to visit her daughter, who lives somewhere in the chaotic city outside.

Chantal is a former prostitute at the Grand Balcony who left the establishment to join the ongoing rebellion in the city. She views the revolution as a thrilling opportunity to elevate her own status and gladly accepts the rebels' decision to use her as the symbolic face of their movement.

Roger is a working-class plumber and an active participant in the social revolution sweeping through the city. He is the man responsible for convincing Chantal to leave the brothel, though he harbors conflicting feelings about her taking on a highly public, dangerous role for the rebel cause.

The Bishop is a client at the Grand Balcony who indulges in a fantasy of immense religious power. During his sessions, he acts out a scenario where he possesses the divine authority to forgive sins, utilizing a young prostitute who plays the role of a penitent.

The Judge is a client at Irma's brothel paying to enact a fantasy where he holds total judicial dominance over a criminal. He relies entirely on his partner performing perfectly to maintain his own illusion of authority, even breaking character to coach her on her lines.

The General pays to participate in a morbid fantasy where he oversees the preparations for his own glorious military funeral. He demands that his hired prostitute play the role of his horse, highlighting his desire to impose strict, humiliating orders onto others to simulate absolute military control.

Arthur initially appears playing the role of the Executioner in one of the brothel's fantasies. He is kept on the premises by Irma to serve as her protector, a dynamic that causes tension between Irma and George.

The Queen's Envoy is an official representative from the royal palace who arrives at the brothel as the city falls into chaos. He speaks in confusing, contradictory riddles about the state of the government and the Queen's safety, attempting to manage the crisis through calculated optics.

The Thief is a prostitute at the Grand Balcony hired to play a helpless criminal for the Judge's fantasy. She is instructed to act repentant and desperate, providing the necessary contrast for the client to feel powerful.

The Girl is a versatile prostitute at the Grand Balcony who participates in multiple fantasies. She acts as a sinful penitent for the Bishop, a grieving horse for the General, and assists an old man acting as a tramp, adapting seamlessly to the bizarre demands of the clients.