We then get another long storyline, Brief Lives, which follows Delirium and Dream as they look for their brother, Destruction (the Prodigal, the one who left his realm to run on its own). This storyline is pivotal in the story grand. It is about change and it's where we see the beginning of Dream's ultimate change. We start on a small Greek island with the a caretaker, Andros, who watches after the head of Orpheus (a tradition in the caretaker's family that goes back for generations). Andros is an old man who loves life, whereas Orpheus is tired of his immortality and merely wishes to die. The story shifts to Delirium who is with an old beggar woman on a rainy street in London. Delirium decides she needs a change and wants to go find her long lost brother. She goes in search of family members to enlist their help. Desire and Despair both choose not to help Delirium in her quest. So, she goes to Dream, who agrees (mostly to distract himself from his latest failed relationship). So, they go to travel the waking world, using certain immortals to help them with transportation and looking for other immortals who are old friends of Destruction. As they search, we see that people are dying. Ruby, their chauffeur, goes up in flames. Bernie Capax (who remembers the smell of woolly mammoths) has a wall fall on him. Ishtar, a former goddess of love and now exotic dancer, dances and literally blows a strip club up. Etain of the Second Look barely escapes being blown up in her apartment, and the Alder Man turns himself into a bear and has his shadow replace himself as a human. Throughout their search we get glimpses of Destruction and his talking dog, Barnabas, as they come to realize someone is searching for them.

Upon observing all the chaos that is caused by their search, Dream decides not to continue. Delirium gets so upset she seals herself in her realm (while Dream continues to look on his own, talking to the lady Bast, who doesn't know of Destruction's whereabouts). In seeing how he has upset Delirium, Dream goes and apologizes and they continue onward. They go visit Destiny, who advises them to forget the search, but if they are to continue they need an oracle, one of the family, in other words, Orpheus. This realization upsets Dream greatly and Delirium gets upset with Destiny and reminds him that she knows of things that are not in his book. Delirium makes the effort to pull herself together and help Dream. Together they go and visit Orpheus. Orpheus reveals where Destruction is and asks in return that Dream end Orpheus' life. First, Dream and Delirium go and visit Destruction. They meet him and Barnabas for a meal and conversation. We learn that once upon a time, Despair had died and the current Despair is the newest incarnation. We learn why Destruction left his realm when he realized that humans were beginning to learn science and that would inevitably lead to the means of their own destruction (the bomb) and he realized that change happened without him, so he left changes to themselves. They talk of Death, who existed before the first living thing. She has a conversation with each living being twice, one right when we're born (a conversation we never remember) and one when we die. Dream gets impatient and really doesn't hear (or doesn't want to hear) that Destruction is saying the Endless can change as well. Dream doesn't agree, but Destruction says that the Endless are merely ideas, waves functions, repeating motifs found in the consciousness of mortals. And they recall another conversation with Death, in which she tells Destruction that everyone actually does know all there is to know and more than that. It's just that we tell ourselves we don't in order to make life bearable at all, and hints that mortals all may also live forever. In the end, Destruction declines to return and leaves Dream with their conversation and the advice to remember what he did and why. He leaves Barnabas with Delirium to help her through her next change. He then walks off to the other side of the sky. All that's left is for Dream to grant Orpheus his wish, which he does, killing a family member. As Dream leaves, the blood on his hands drops to the ground and turns to flowers, life from death. Dream returns to the Dreaming to mourn and think. And the story ends where it began, with Andros, who gracefully buries Orpheus, hoping he is at rest. Andros then looks forward to another beautiful day.