A successful couple from Manhattan, Paul Michael Morgan (Hugh Grant) and Meryl Judith Morgan (Sarah Jessica Parker), find their relationship on shaky ground due to Paul's infidelity. In a bid for reconciliation, Paul expresses his sincere remorse and hopes to win Meryl back gradually. Meryl’s assistant, Jackie (Elisabeth Moss), and Paul's assistant, Adam, add to the dynamics of their tumultuous lives.
Their troubles escalate when they inadvertently witness the murder of one of Meryl's clients—a ruthless international arms dealer who was set to testify against a dangerous supplier named Anton Ferenski. As a result, they become prey to a contract killer named Vincent (Michael Kelly), who is on Ferenski's payroll. In a desperate move to protect them, U.S. Marshals are assigned: Henderson (Kevin Brown) for Meryl and Ferber (Stven Boyer) for Paul.
A violent confrontation leaves Henderson shot after Vincent attacks Meryl's apartment, prompting the Morgans to enter the Witness Protection Program. They are relocated to the quaint town of Ray, Wyoming, under the surveillance of local law enforcement couple Clay (Sam Elliott) and Emma Wheeler (Mary Steenburgen). Meryl poses as Clay's long-lost cousin, and they struggle to adapt to the unfamiliar rural life—especially with Meryl's advocacy for PETA clashing with Emma’s hunting passion.
While Clay and Emma, experienced in hosting witnesses for a decade, navigate their new guests’ integration, Meryl and Paul face the challenges of isolation. They are allocated to separate sleeping arrangements, with Meryl on the living room couch. Forbidden outside communication complicates their circumstance, yet they attempt to contribute to the local community—Paul assists a local diner owner, Earl Granger (Wilford Brimley), with legal matters, while Meryl helps a local physician, Dr. D Simmons (David Call), with property issues.
Unbeknownst to the couple, Vincent has infiltrated Meryl's old office to keep tabs on their location. As tensions rise, Meryl attempts to connect with Jackie through her former workplace, seeking closure on their disrupted adoption process. Amidst the chaos, Paul learns of Meryl's past indiscretion during their separation, igniting further discord.
Later, as the couple plans their escape from Ray, they are invited to a local rodeo by the Wheelers. After a disagreement, the Morgans forego the outing, inadvertently leaving themselves vulnerable. A series of comedic and tense events unfold, including an unexpected encounter with a bear that reveals Vincent’s presence. In an altercation at the rodeo, Paul faces Vincent with only bear repellent for defense, leading to a chaotic showdown involving a bull, misadventures with bear spray, and ultimately rescue from their newfound friends.
Fast forward six months, and the Morgans have successfully mended their marriage, welcoming an adopted daughter from China named Rae, in homage to their safe haven, Wyoming, while Meryl also finds herself pregnant again. Meanwhile, Jackie and Adam find love amidst the upheavals, signifying a hopeful new beginning for everyone involved.