Brian Kessler (David Duchovny) is a psychology graduate student and a journalist authoring a book about serial killers, and also wants to move to California with his photographer girlfriend Carrie Laughlin (Michelle Forbes). When his book project is accepted by a publisher, they decide to do both at once by driving to California and visiting infamous murder sites along the way.

Brian has, however, spent much of his advance money on basic living expenses and a vintage Lincoln Continental convertible. The leftover money they have isn't enough to pay for the cross-country trip.

Meanwhile, parolee Early Grayce (Brad Pitt) has just lost his job at a mirror factory in Kentucky. His parole officer (Judson Vaughn) learns of his firing and arrives at his travel trailer home to inform him that he has lined up a janitor's job for him. Early refuses the offer, stating that he wants to leave the state. The parole officer informs him that if he doesn't keep the appointment he will be arrested on parole violation charges and returned to prison. He also reminds Early that he's not permitted to leave the state while on parole.

Early arrives at the local college, trying to find a job that he can tolerate. While scanning a bulletin board, he happens upon a want ad from Brian, looking for someone to share expenses with him and Carrie for the trip to California. He calls Brian and agrees to meet them early the following morning. That evening, after being confronted by his landlord over nonpayment of rent, Early kills the landlord and buries his body near his trailer.

Early's child-like girlfriend is Adele Corners (Juliette Lewis), a troubled teenager who falls prey to Early's schemes, largely because, as is revealed in the movie later, she is a rape victim and looks to Early for protection. She and Early meet Brian and Carrie the following morning. Though Carrie's first response upon sight of the rough-hewn couple is to suggest Brian turn the car and leave, Brian persuades her not to be judgmental and give things a chance. She reluctantly agrees.

On the road, Early murders a man in a gas station bathroom, stealing his money to pay for gas. Later, Early invites Brian out to play pool and their friendship strengthens when Early defends Brian, brutally beating a local who was harassing Brian. While photographing a serial murder site, Carrie becomes upset at Brian's attitude, which suggests he's more concerned about researching his book than her. Carrie gives Brian an ultimatum; either they rid themselves of Early and Adele at the next stop or she will leave Brian.

At the next gas station Carrie sees a TV newscast announcing a manhunt for Early who has been identified on a security camera. Early bursts in angry at being abandoned by Brian and sees himself on the TV. He takes the store's shotgun and murders the attendant in front of Carrie. Later, in an abandoned diner, Early asks Brian how he can write a book about serial murder when he hasn't killed anyone himself.

The trip continues, this time with Early in control, as they continue west, where they happen upon an abandoned mine, the former home of two brothers who picked up young male hitchikers and murdered them. As Carrie frantically tries to convince Adele to abandon Early, two police officers happen upon them. They call for backup after realizing that the car is the one matching the manhunt for Early, who shows up and kills both officers. The two couples press on until they come to the home of an elderly couple. Early beats the man to death, but when his back is turned, Adele frees the man's wife. As Early rushes outside to try and find the woman, Adele strikes Early upside the face with a cactus and tells him she wants nothing more to do with him. Crushed, Early fatally shoots Adele and kidnaps Carrie after striking Brian in the head and leaving him for dead.

Brian regains consciousness and the elderly woman gives him her truck to find Carrie. Brian arrives (still handcuffed) at an abandoned nuclear testing site, crashing the truck as he swerves off an embankment to avoid running into his own parked car in a duststorm. He surprises Early in a doorway and smashes a shovel into his face. He leaves Early laying stunned and bloodied, but not dead. He finally finds Carrie bloodied and handcuffed to a bed after she unsuccessfully tries to stab Early with a homemade shank the prior day. Brian comes back out and is surprised by Early, who has got back up. Early hovers over him, taunting and kicking him towards the gun Early dropped. As Brian nears the gun and it appears Early is going to kill Brian, we find that Carrie has dragged the bed she is handcuffed to toward the two men and knocks Early down with a mannequin limb. Brian then shoots Early in the torso. Brian goes to retrieve the car keys from around Early's neck. As he crouches down, Early grabs Brian's face with his bloodied hand, and we see Brian stick the pistol under Early's chin. The camera pans away as we hear the fatal round, and we hear sirens and a helicopter arrive.

The film ends with Brian and Carrie in a California beach house, a long way from their horrific journey. Carrie is excited to tell Brian that an art gallery in Venice is interested in her art. Brian suggests he buy her lunch to celebrate, leaving the tape player on as they leave. Adele's voice is heard as she talks about how good Carrie and Brian were as friends to her and Early.