Set in the starkly beautiful but isolated and lawless wilderness of the American Southwest in 1885. The Missing tells the story of Maggie Gilkeson (Cate Blanchett), and her estranged father Jones (Tommy Lee Jones) and how they are reunited by a terrifying crisis.

Maggie is a hardworking young woman devoted to raising her two young daughters, the teenage Lilly (Evan Rachel Wood) and the younger Dot (Jenna Boyd). To support herself, Maggie works the land and provides services as a healer. One day, Maggie's father, Jones, who abandoned her when she was a child and spent 20 years with the Apache people, returns to reunite with his family but is rebuffed by his daughter. It is only after Lilly is abducted by Pesh-Chidin (Eric Schweig), a psychopathic killer with mystical powers, that Maggie turns to her father for help in getting her daughter back.

The killer and his renegade crew of desperados are terrorizing the desolate territory, kidnapping teenage girls to sell into slavery in Mexico and leaving a trail of death and horror behind them. In a tense race against time, Maggie and Jones struggle to overcome their differences and establish a bond of trust as they try to reach the abductors before they cross the Mexican border and Lilly is lost to them forever.