The movie starts off in a small town in Nebraska. Luli (Chloë Grace Moretz) sits on the steps of her school, drawing (she is obviously something of a loner with few, if no, friends). Her father, an alcoholic, drives up to the school and crashes into a play structure.
The scene cuts to a bar, where Luli's 13th birthday party is taking place. She is surrounded by adults who are more interested in drinking than her birthday - one of her presents is a revolver (a Colt 45). At the end of the "party", Luli is left with her mother, Tammy (Juliette Lewis), and drunk father, Nick (Anson Mount). Nick leaves for his car, but gets out when Tammy yells that he can't go anywhere in his current condition. He grabs Luli, telling her to get in the car, and Tammy grabs Luli's other arm, apologizing. Luli is rescued by the bartender, who drives her home with Luli clutching the case with her pistol in it.
The next morning, Luli practices holding her gun, aiming it at her reflection in a mirror. She hears a noise in her kitchen and approaches it with her 45 ready. She sees Lux (Bob Stephenson), an investment worker, filling out paperwork. Tammy arrives, sends Luli into a different room, and leaves in a car with Lux, suitcases packed, as Luli watches. When Nick later asks where Tammy is, Luli just says she left with Lux.
Luli is painting her toenails when she sees an advertisement for Las Vegas on tv. She turns it off but starts drawing a path from her town to Vegas on a map. She makes a list of pros and cons that has "might die" on the cons side. She stuffs the map, her revolver, and some clothes in her bag and leaves the house.
She is picked up on the side of the road by Eddie (Eddie Redmayne). She tells him about Vegas, then says her dad left her and her mom has died. He agrees to drive her, and they get along fine until he tells her what she's wearing makes her look like a "hooker"; she insults his limp, causing him to pull over and threaten to hurt her. Luli gets out of his truck, and he drives away.
Sleeping in a ditch near the road, Luli is woken up by Glenda (Blake Lively), who's pulled over to relieve herself. Once again, Luli lies about why she's out by the road, saying that she got in a fight with someone who loved her. She asks for a ride, and Glenda eventually gives in. Luli tries a drug that Glenda hands her and hallucinates, after she recovers they pull over at a run-down gas station. Glenda has Luli walk into the station's shop, ask the cashier for gum, then fall onto the floor, pretending to go into spasms. When the cashier leans over Luli, he falls to the ground as well, unconscious. Glenda enters the store, steals from the cash register then leaves quickly with Luli when she sees the cashier on the floor. Luli is against leaving the cashier there, and persuades Glenda to call an ambulance. Later, she asks Glenda for some more of the drug, but Glenda refuses.
Their next stop is a bowling alley, where Glenda is clearly a regular at the bar. She sends Luli out to the car to get the large stuffed bunny she keeps in the back seat for a boy in the bowling alley whom Glenda calls Angel (important later); Luli is startled when she sees Eddie standing in front of the car. Wary, Luli asks if he's stalking her. He explains that two people both heading west are bound to cross paths, and says that they got off on the wrong foot. At night, Luli is awoken by the sound of Glenda crying. The next morning, Glenda asks Luli to tell her the truth about where she came from, but Luli insists she isn't lying.
Glenda takes them to a house belonging to Lloyd, Glenda's husband, who welcomes Luli. Inside, Luli again sees Eddie. She privately tells Glenda that Eddie is the guy who's following her, but Glenda instead says that she's the one he's actually following. Lloyd, oblivious, introduces the girls to Eddie. Lloyd spots a bottle of soda (Squirt) and yells at Eddie (who tends to the bar inside Lloyd's house) for "skimping on the 7-Up", then makes him apologize to Glenda, who tears up but hides that fact from Lloyd.
Luli later talks to Eddie, apologizing for insulting him in his truck. She goes into town with him, but he makes her stay in his truck while he plays pool. Tired of waiting, she interrupts his game, causing him to lose right after he doubled his stakes. Eddie's opponent offers him the chance to recoup his losses, but since Eddie has nothing left, he uses Luli as his wager. Luli, who's left to go to the bathroom, is assaulted by the man, who keeps trying to kiss her until Eddie interrupts. He beats the man and smashes a sink on his head, presumably killing him) as Luli watches in horror. Afterward, Luli yells at Eddie for trying to sell her off, while he insists he didn't see the man go into the bathroom.
After another brief stop (it is now night time), Eddie drives Luli to a motel, telling her that Glenda is there waiting for her, but Glenda is nowhere to be found when they reach the place. Luli demands to know when Glenda "called" Eddie. He tells her that Glenda told him to take Luli off her hands, as she could no longer handle her now that she's with Lloyd. She tries to leave for some air but he stops her, asking if she thinks that Glenda really loves Lloyd.
Telling Eddie that she doesn't know, Luli goes outside to use the payphone. She doesn't have any quarters, however, and a boy named Clement offers to give her some if she plays a category game with him. She has fun until Eddie enters and turns over the game table, and she is forced to drag him away. Driving once again, Eddie asks if she thinks she and he deserve each other, to which she asks him to pull over and tells him she could never fall in love with a cripple who's going nowhere. He pulls over and asks her to please stay, but she gets out of the truck and starts walking away. However, he gets out too and starts following her, and chases her into the woods when she tries to run away. The camera doesn't show what happens next, it pans over the forest and Luli (narration) starts reciting letters and categories, although she sounds scared and on the verge of crying.
The scene cuts to Luli tied up, arms and legs, to a bed, with her hair black and cut short. She wakes up and looks around at her surroundings (a one-room cabin somewhere in the forest). Eddie enters with flowers, asking if she likes her new hair. He apologizes for whatever happened that we didn't see the night before (but the audience can definitely assume), and tells her that he thinks she's like an "angel" that's been put on earth to save him. He unties her and tells her that he won't tie her up again, that is, until he leaves the cabin again.
Enter Beau (Alec Baldwin), the man who's loaning Eddie the cabin, who's come to talk to Eddie about the cabin. Luli asks him a question about a pamphlet in the room, but using her eyes to silently plead with him, desperate for him to notice something's wrong. Behind Beau, Eddie grabs a knife off the dresser and hides it behind his back. However, Beau notices nothing and leaves. After he does, Eddie asks if Luli was "trying to sell him off" by asking Beau about the pamphlet. Crying, he tells Luli that he trusts her, ties her up again, and leaves.
Luli wakes up to see Glenda sitting in front of her, crying. Glenda tells Luli that Eddie once did the same thing to her, that's how she knows him, and the child at the bowling alley is hers and Eddie's. Glenda ran away with the child because she was afraid of what Eddie would do to him. That's also how she knew where to find Luli (it turns out that Glenda never paid Eddie to take Luli away). Glenda unties Luli, but Eddie walks in, holding Luli's revolver.
He yells at Glenda for trying to take Luli from him and leave him with nothing, walking toward her with the gun. Glenda begs Eddie to put it down, and she tries calming him down, trying to get him to lower the gun. Eddie protests that it isn't even loaded, but in demonstrating that fact, he accidentally shoots Glenda in the chest. He realizes what he just did and drops the gun, backs away, shocked, and starts gathering things hurriedly. He tells Luli that they've got to go. When he turns around, Luli shoots him, crying and saying she's sorry. She gets up and walks toward the door, then collapses.
Luli wakes up in Beau's house. She doesn't trust him until he explains that he found her in the cabin, and arranged things to look like Glenda and Eddie shot each other out of their love for each other, and that Luli was never there (his experience in the military explains his knowledge of crime scenes, apparently). He tells Luli that if she doesn't want to return home to Nebraska, he has a sister in LA that would love to "adopt" her and care for her as a daughter. Luli turns him down, however, and he gives her a ride to the bus station.
At the bus station, Luli uses a payphone to call home. Tammy picks up, expressing her relief that Luli is alive. However, she quickly goes on to talk about how excited she is that she sold the house to Lux, who is working on turning the property into a Wal-Mart. Upset, Luli hangs up and boards the bus to Nebraska.
On the bus, Luli flips through her sketchbook. On a page containing the drawing of the house in the hills, there is now a phone number, an address, and a note from Beau reading "in case you change your mind". Luli uses the "seizure" trick Glenda taught her to convince the bus driver to stop the bus.
She then runs back to the station and boards the next bus to Los Angeles.