In the midst of the Great Depression, 17-year-old Natty Gann (a free spirit) resides with her widowed father, Sol in Chicago. When Sol receives a lumberjack job offer in Washington state, he must leave abruptly, resulting in Natty being placed in the care of Connie, the emotionally distant innkeeper of their boarding house, in a last-minute arrangement. Overwhelmed by feelings of abandonment and desperate to reunite with her father, Natty courageously undertakes a challenging cross-country journey, confronting the harsh realities of homelessness as she rides the rails alongside fellow travelers and vagrants.
During her travels, Natty stumbles upon a wolfdog trapped in a dog fighting ring. She bravely rescues the animal, whom she names Wolf, forging an unbreakable bond as he becomes her protector and loyal companion. Along her journey, Natty experiences brief episodes of romance with Harry, another young drifter, while facing numerous challenges that test her resolve, including a stint in juvenile detention on false charges of cattle rustling.
Natty’s ingenuity and courage lead her to escape from confinement and confront Charlie, the blacksmith who had claimed Wolf. In a surprising turn, Charlie reveals himself to be a kind-hearted man, returning both Wolf and Natty back to the tracks, while also offering her enough money for a train ticket. Yet, fate intervenes as a deceitful ticket agent swindles her out of her fare, compelling her to stealthily ride freight trains once again. In a remarkable twist, she unexpectedly reunites with Harry in a shantytown.
Meanwhile, Sol, unaware of Natty's troubles, discovers from Connie that his daughter has gone missing. After several anxious phone calls, he receives the devastating news that Natty's wallet had been found near a derailed freight train – unbeknownst to him, Natty had survived the catastrophe. Burdened with concern, Sol requests a week's leave from his lumber job, desperately searching the wreckage for any sign of his cherished daughter. His efforts turn out fruitless, leaving him in a state of despair.
In a bid to cope with his overwhelming grief, Sol seeks out the most dangerous work available, feeling he has little reason to live without Natty. However, what he doesn't realize is that his daughter is still out there, battling for survival against insurmountable odds. As Natty’s epic journey unfolds, she faces even more challenges upon reaching the west coast. Harry finds work through the Works Progress Administration in San Francisco, yet rather than inviting Natty to join him, he decides to remain in place, allowing her to persist in her search for Sol.
Undeterred by Sol’s absence from the logging operation’s roster, Natty diligently researches photographs and converses with loggers, hoping to uncover clues about her father's whereabouts. Her cherished pendant, representing her last connection to her family, remains her greatest treasure. Meanwhile, sensing other wolves nearby, Wolf expresses a longing to reunite with his kind, his sorrowful howls echoing as he departs into the mountains.
A company clerk, tracking Natty's journey, eventually encounters her at a logging camp and helps arrange for her to return down the mountain safely. Just when it appears that hope has slipped away, the clerk stumbles upon a returned letter from Natty's father that originally contained her train ticket to reunite with him. Filled with joy, Natty embarks on foot again, driven by newfound determination. As she makes her way through rugged terrain, she spots a company truck filled with injured men and, with her heart pounding, identifies her father among them. She runs after the truck, desperately calling his name.
Though the truck eventually vanishes from sight, leaving Natty heartbroken, she is soon uplifted by the sound of Sol's voice carried on the wind. Following the sound, she finds him waiting by the roadside, an emotional reunion imminent as Wolf looks on from a nearby cliff, observing their heartwarming reconciliation.
