John Person, Kelsey Grammer, is a down-on-his-luck actor in Los Angeles who owes about $27,000. A neighbor named Neely offers him a high-stakes, ominous deal: take a gun and deliver a blue suitcase to a shadowy figure called "Cowboy" in the desert town of Baker.
Arriving in Baker, he nearly meets Cowboy at his hotel, but the encounter slips away. In a crowded bar, a tense moment erupts when a gun is leveled at him by a man named Randy, Sean Bean who believes Person is after his girlfriend Ruthie. Ruthie, Daryl Hannah, soon appears with the temptation of his dropped wallet, and the two share a wary connection. The next day at a diner, a man named Dan spins long-winded, eerie stories and conspiracy theories about the desert, drawing Person deeper into a world where disappearances and rumors fuse into a strange carnival of fear.
Outside a gas station, Ruthie, now a companion on the road, drives with Person to the edge of Devil's Crest lakebed. As they drink and listen to tales of vanishing people, the atmosphere thickens with a sense of danger and mystery. Ruthie grows sick, and Person takes her home, unwilling to abandon her even as the desert night looms.
Back at the motel, Cowboy has still left him a bowling-ball bag that he is forbidden to open. A chilling phone call from Grace reveals Neely has been beheaded, and an FBI agent named Banks is closing in on Person. Fearing that Neely’s head might be hidden in the bag, Person buries it in the desert darkness. Randy threatens violence again, warning him not to speak to Ruthie.
Stella, the bar owner, discloses a painful memory: she rescued Ruthie as a toddler from Devil's Crest. Banks continues to press the link between Person and the region’s cloud of disappearances, trying to connect the dots between Neely’s murder and the string of missing people around Baker.
The tension peaks when Person discovers Randy has stolen his suitcase. A confrontation in a junkyard leads to an armed standoff; he manages to defuse the danger by threatening to shoot Ruthie, forcing Randy to release them. Ruthie later visits his room to reveal that Randy has been arrested, and their bond deepens into a shared, blighted intimacy.
Yet the danger returns when Randy abducts Person again, only to be shot dead by Cowboy in a sudden, brutal act of mercy. The motel room reveals more mystery: suitcases in piles, with one locked case that remains untouched until Cowboy reappears with Grace as a hostage demand—drive them to Devil's Crest or face the consequences.
To navigate the peril, Person heads toward Devil's Crest and meets Bob the Indian, who explains how the arrangements of the suitcases should work before leaving him to his fate. Cowboy arrives with a cadre in blue tracksuits—ruthless and echoing Neely’s gang—among them Ruthie. In a provocative twist, Cowboy offers Person a pair of size-11 bowling shoes as a symbolic invitation to join Paradise, but Person refuses and the shoes pass to Ruthie. She seems eager for a new life with him, yet he remains reluctant, insisting on his own path.
A flare from Cowboy signals a moment of surreal transformation; Cowboy’s blue, almost spectral skin intensifies the otherworldliness of the night. The flare explodes, and Person wakes up alone on the dry lakebed. All the suitcases are empty except one locked chest, which he finally takes. Grace reappears on the highway, claiming he has been missing for three days and handing over a key from Cowboy. Inside the chest, he discovers his $28,000 cash prize.
Back in Los Angeles, Banks interrogates Person, but he cannot bear to tell the families what truly happened, so he fabricates a story. Person notices a band-aid on Banks’ neck—similar to the mark that appeared on his own after Devil’s Crest—an echo of one of Dan’s wild theories. On a later date with Grace at a bowling alley, she congratulates him on landing a supporting role in a film. She even quotes Cowboy, noting those bright blue eyes with a strange fondness. As Person rolls a ball—wearing size-11 shoes—the ball glides down the lane, and his own eyes flare a vivid blue. The ball continues its journey across the moonlit desert of Devil’s Crest, while in the distance white flames rise from the desert floor, a final, haunting image that lingers long after the game is over.
