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.