In 1854, Mary Bee Cuddy, a 31-year-old single teacher from New York, relocates to the Midwest in search of greater prospects. Settling in the modest farming community of Loup in the Nebraska Territory, she not only owns considerable land but also enjoys a stable financial situation. Despite her outward strength and independence, she grapples with feelings of isolation and depression. Seeking companionship, she invites her neighbor, Bob Giffen, to dinner and proposes marriage. Unfortunately, he declines her offer, stating that she is plain-looking and too commanding, opting instead to seek a partner back east.
As winter harshly grips the land, signs of prairie madness emerge among three women in the area. Arabella Sours suffers the loss of three children to diphtheria, while Gro Svendsen, a Danish immigrant trapped in a dreadful marriage, collapses after losing her mother. In a tragic turn of events, Theoline Belknap ends her own child's life following a poor harvest. Reverend Dowd soon enlists one of their husbands to escort the distressed women to the Lady's Aid Society Methodist Church in Hebron, Iowa, which specializes in caring for the mentally ill. When Theoline's husband, Vester refuses to draw lots to determine who will accompany the women, Cuddy steps in, ultimately drawing the short straw.
As preparations get underway for the journey, Cuddy encounters George Briggs, a claim jumper left hanging on horseback as punishment for stealing Bob Giffen's land. Seeking assistance, she frees him on the condition that he helps her escort the women. However, Briggs is quick to express his skepticism, insisting he can abandon her at any time. To entice him, Cuddy promises to send $300 to await him upon their arrival in Iowa, a sum she secretly retains.
Their journey takes a perilous turn when they cross paths with hostile Pawnee tribes. Briggs resorts to bribing them by surrendering Cuddy's horse. The situation escalates when Arabella is kidnapped, leading Briggs to chase down her captor. In the ensuing confrontation, Arabella kills her abductor. The group later stumbles upon the grave of an eleven-year-old girl that suffered desecration at the hands of Native Americans. Despite Briggs' insistence to move on, Cuddy feels compelled to restore the grave, resulting in her falling behind the group. After tirelessly riding all night, she finds herself back at the grave, realizing she has gone in circles.
At last, Cuddy catches up with Briggs after another exhausting night. Frustrated by her aimless wanderings, she impulsively suggests marriage. Briggs rebuffs her, claiming he "ain't no farmer." Tragedy strikes when Briggs discovers Cuddy's lifeless body, having taken her own life. Consumed by grief, he holds the three women accountable for her death, attributing their ailments as contributing factors while he lays her to rest. He stumbles upon her secret stash of $300 and, after taking a horse, he decides to abandon the trio. However, undeterred, they follow him on foot, with Arabella nearly drowning while trying to cross a river in pursuit.
Arriving at an abandoned hotel, they face refusal from Irish proprietor Aloysius Duffy, who claims there are no vacancies due to the imminent arrival of a group of sixteen investors, fearing the women would diminish the establishment’s reputation. In a fit of rage, Briggs confronts Duffy, leading to a standoff with guns drawn. He leaves but returns that night, acting stealthily. In an act of vengeance, he sets the hotel ablaze, ensuring all inside perish, while taking supplies for himself and the women.
Briggs finally reaches Hebron, delivering the women into the care of Altha Carter, the reverend's wife. He informs her of Cuddy's death but withholds the circumstances surrounding it. Struck by guilt for having turned down her proposal, he has a marker crafted for her grave. Upon realizing that his $300 is now worthless due to the failure of the Bank of Loup, he gifts a pair of shoes to Tabitha Hutchinson, a diligent maid at his hotel. Afterward, he proposes to her, advising her against marrying a young man heading west and suggesting she stay put. She merely responds, "Maybe." As he boards the open-decked river ferry heading back west, he sings a raucous tune alongside two musicians. In a fit of childish exuberance, he fires his pistol and shouts at dissenting onlookers. Unbeknownst to him, one of the bargemen inadvertently knocks Mary Bee's wooden grave marker off the deck, sending it floating away into the river.
