Lost in Yonkers is set in Yonkers, New York, in 1942. The play opens on an evening in August, when two brothers named Jay and Arty Kurnitz sit in their grandmother’s apartment above the family candy shop, confessing their fear of her to each other. They complain about the heat and recollect that their grandmother carries a cane to help with her limp. Jay remembers drawing an insulting picture of her when he was younger. Grandma is notoriously cold and harsh, the boys suggest.

The boys’ father, Eddie, has cared for them since the death of their mother, who believed everyone on their father’s side of the family is flawed in some way. Grandma beat their aunt Bella so badly that she developed an intellectual disability. Eddie exits the bedroom, where he has been talking with Grandma, several times to deliver instructions to his sons. He seems as nervous around Grandma as everyone else. Jay and Arty talk about Aunt Gert, whose difficulty breathing Jay mocks, to Arty’s delight. Grandma does not tolerate children crying. In contrast, their Uncle Louie has a reputation as a criminal rumored to work for gangsters.