To their neighbors in suburban Holt, New York, the Winters family has it all: a grand home, a trio of radiant daughters, and a sense that they are safe in their affluent corner of America. But when five-year-old Ellie disappears, the fault lines within the Winters family are exposed. Joseph, once a successful businessman, succumbs to his demons. Isabelle retreats into memories of her debutante days in Savannah, Georgia. And Ellie's bereft sisters grow apart: Madeline reluctantly stays home, while Caroline runs away. Fifteen years later, Caroline, now a New Orleans cocktail waitress, sees a photograph of a woman in People Magazine. Convinced that it is Ellie all grown up, Caroline embarks on a search for her missing sister, armed with Xerox copies of the photograph, an amateur detective guide, and a cooler of Dixie beer. As Caroline travels through the New Mexico desert, the mountains of Colorado, and the smoky underworld of Montana, she devotes herself to salvaging her broken family.