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Derivatives and Risk Management Activities (Details)	3 Months Ended
	Mar. 31, 2015 bbl
Net long position associated with crude oil purchases
Commodity Price Risk Hedging:
Average derivative positions notional amount per day (in barrels)	233,600paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_NetLongPositionOnCrudeOilDerivativeContractsMember
Derivative position notional amount (in barrels or Mcf)	7,000,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetLongPositionOnCrudeOilDerivativeContractsMember
Net short time spread position hedging anticipated crude oil lease gathering purchases
Commodity Price Risk Hedging:
Average derivative positions notional amount per day (in barrels)	18,200paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortTimeSpreadPositionOnAnticipatedCrudeOilLeaseGatheringPurchaseContractsMember
Derivative position notional amount (in barrels or Mcf)	7,200,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortTimeSpreadPositionOnAnticipatedCrudeOilLeaseGatheringPurchaseContractsMember
Crude oil grade spread positions
Commodity Price Risk Hedging:
Average derivative positions notional amount per day (in barrels)	37,500paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_CrudeOilGradeSpreadPositionsMember
Derivative position notional amount (in barrels or Mcf)	9,100,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_CrudeOilGradeSpreadPositionsMember
Net short position related to anticipated sales of natural gas inventory and base gas requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	6,800,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortPositionRelatedToAnticipatedSalesOfNaturalGasInventoryAndBaseGasRequirementsMember
Net short position related to anticipated purchases and sales of crude oil, NGL and refined products inventory
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	16,800,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortPositionContractsRelatedToAnticipatedInventoryPurchasesAndSalesMember
Long natural gas position for natural gas purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	18,100,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPositionOnNaturalGasContractsMember
Short propane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	3,500,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortPropanePositionContractsRelatedToSubsequentSaleOfProductMember
Short butane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	1,000,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortButanePositionContractsRelatedToSubsequentSaleOfProductMember
Short WTI position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	400,000us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortWTIPositionContractsRelatedToSubsequentSaleOfProductMember
Long power position for power supply requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in megawatt hours)	400,000us-gaap_DerivativeNonmonetaryNotionalAmountEnergyMeasure / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPowerPositionForPowerSupplyRequirementsContractsMember

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- Definition

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- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

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Nominal volume used to calculate payments on a derivative instrument.

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