Determined to improve his physical condition with an extended rest in a "tropical" climate, Harold travels by passenger ship with his valet Mr. Pipps (Wallace Howe) and personal nurse (Jobyna Ralston) from California to "Paradiso", a small South American island off the coast of Chile.

The uprising is being organized and incited by Jim Blake (James Mason), a greedy "renegade" from the United States, who wants to overthrow Paradiso's government "to further his own financial interests.

"[2] After being separated from his valet and nurse, Harold wanders about the island's main town, oblivious at first to the fact that an armed revolt has occurred.

There Harold meets Colosso (John Aasen), a gigantic fellow prisoner who is described by the warden as a "wild hermit" and "half crazy with a terrible toothache.

[2] Those actions finally convince Harold that he is actually quite fit and that he no longer needs to fret daily about his health or take his array of unneeded medications.

With a renewed sense of vitality, he now leaves Paradiso with Colosso and his nurse, and the trio board a ship bound for the United States, presumably reuniting on the vessel with Mr. Pipps (who reappears at the end of the film).

Variety, among the leading entertainment-industry publications of the period, complimented not only the film's level of humor but also noted the consistent quality of Lloyd's work: He rarely misses with his feature comedies and the latest is no exception.

[7]The Film Daily, another notable trade publication in 1923, also praised Why Worry?, although it did not think the production quite equaled Lloyd's comedy Safety Last!, which had been released just five months earlier.