Most of the events that transpire in Burn After Reading are the result of a blackmail attempt involving a CD-R that basically contains Osborne Cox's (John Malkovich) whole life on it, from his financial records to his memoir. And the irony is, the disc is worth nothing.
Burn After Reading won't be popular with everyone, probably because if you copied all the good attributes from all the characters onto one CD, there'd still be a lot of empty space left. It's not that they're "bad" people, they're just unfulfilled. Cox has buried in his problems in booze, but everyone else is taking a stab at self-improvement. Cox's wife (Tilda Swinton) is planning for divorce, Harry (George Clooney) is engaged in several affairs, and most significantly, Linda (Francis McDormand) has simultaneously entered the online dating world and outlined several plastic surgery procedures that will significantly improve her appearance.
Their environment is loaded with allusions to sex, and for all their sleeping with one another, no one's particularly satisfied in that department. The gym where Linda works is called "Hardbodies" and she pines for a "Hollywood" body, while pop culture blatantly taunts regular folks' chances for sexual fulfillment: the popular date movie is called "Coming Up Daisy" (get it?) and features two movie stars with beaming, perfect smiles on the poster; Harry's wife has a tryst with Dermot Mulroney in a dressing room as the TV shows an impeccably cheerful chef vigorously mixing a salad. Even "Cox" (another Coens joke) isn't immune from this sexualized atmosphere, follows along half-heartedly with a workout TV show starring three seriously toned bodybuilders.
Unfortunately, Harry's situation is more representative of the characters' sex lives: he hasn't "discharged his weapon" in twenty years and has resorted to frequent jogging and building a sex chair intended to pleasure his lovers as his methods for release. Still, characters swap in and out of bed with each other, as if they think their next lover will be "the one." The Coens make it pretty obvious what they think of this approach: Linda delivers multiple ludicrous speeches about the merits of "staying positive," which drew some of the biggest laughs.
Ultimately, the CIA is the only organization capable of providing any perspective on the worth of these people's lives, and they do by completely dismissing their importance despite multiple fatalities. You can't help but agree with the decision about these people's worthlessness, but the movie's achievement is you still enjoyed watching them.