The Devil's Advocate

Kevin Lomax (Keanu Reeves), a defense attorney from Gainesville, Florida, has never lost a case. He defends a schoolteacher, Lloyd Gettys (Chris Bauer), against a charge of child molestation. Kevin believes his client is guilty, and a reporter tells him a guilty verdict is inevitable. However, through a harsh cross-examination, Kevin destroys the victim's credibility, securing a not guilty verdict.
A representative of a New York City law firm offers Kevin a large sum of money to help with a jury selection. After the jury delivers a not guilty verdict, the head of the firm, John Milton (Al Pacino), offers Kevin a large salary and an upscale apartment if he joins the firm. Kevin accepts the job, along with his wife Mary Ann (Charlize Theron) to stay in Manhattan. He is soon spending all his time at work, leaving Mary Ann feeling isolated. Kevin's mother, Alice (Judith Ivey), visits New York and suggests they both return home. He refuses.
Kevin defends Alex Cullen (Craig T. Nelson), a billionaire accused of murdering his wife, her stepson and a maid. This case demands more of Kevin's time, further separating him from Mary Ann. He begins to fantasize about co-worker Christabella (Connie Nielsen). Mary Ann begins seeing visions of the partners' wives becoming demonic, and has a nightmare about a baby playing with her removed ovaries. After a doctor declares her infertile, she begs Kevin to return to Gainesville. Milton suggests Kevin step down from the trial to tend to his wife; but Kevin claims, if he does, he will resent her.
Eddie Barzoon (Jeffrey Jones), the firm's managing partner, is convinced that Kevin is competing for his job when he discovers Kevin's name is on the firm's charter. Although a surprised Kevin denies any knowledge, Eddie threatens to inform the United States Attorney's office of the law firm's activities. Kevin tells Milton about Eddie's threats, but Milton dismisses them. Meanwhile, Eddie is beaten to death by vagrants, who take on demonic appearances. Mary Ann witnesses this, disturbing her further.
While preparing Melissa (Laura Harrington) to testify about Cullen's alibi, Kevin realizes she is lying and tells Milton he believes Cullen is guilty. Milton offers to back Kevin no matter what he decides to do. Kevin proceeds with her testimony and wins an acquittal. Afterwards, Kevin finds Mary Ann in a nearby church covered with a blanket. She claims Milton raped and mutilated her, but Kevin knows this cannot be true as he was with Milton in court. Mary Ann drops her blanket, revealing her naked body covered with cuts. Kevin believes Mary Ann injured herself and has her committed to a mental institution.
Alice, along with Kevin and Pam Garrety (Debra Monk), Kevin's case manager from the firm, visit Mary Ann at the mental institution. After seeing Pam as a demon, Mary Ann hits her with a hand mirror and barricades the room. As Kevin breaks down the door, Mary Ann commits suicide by cutting her throat with a shard of broken glass.
Alice reveals that Milton is Kevin's father. Kevin leaves the hospital to confront Milton, who admits to raping Mary Ann. Kevin fires a pistol into Milton's chest, but the bullets are ineffective and go straight through him. Milton reveals himself as Satan. Kevin blames Milton for everything that happened, but Milton explains that he merely "set the stage" and that Kevin could have left at any time. Kevin realizes he always wanted to win, no matter the cost. Milton tells Kevin that he wants Kevin and Christabella, Kevin's half-sister, to conceive a child: the Antichrist. Kevin appears to acquiesce at first, but then abruptly cites free will and shoots himself in the head, rejecting his Satanic heritage.
Kevin finds himself back in time at the recess of the Gettys trial. Choosing to do the right thing, Kevin announces that he cannot represent his client despite the threat of being disbarred. The reporter pleads for an interview, promising to make Kevin a star. Encouraged by Mary Ann, Kevin agrees. After they leave, the reporter transforms into Milton. In an aside, he quotes himself saying, "Vanity, Definitely my favorite sin."

Question: Why doesn't Kevin believe Mary Ann about Milton?
Answer: Because he was with Kevin during the time she says he did it.