The movie opens at night in a cold, remote Wyoming Wilderness on the Wind River Indian Reservation. Natalie Hanson, an 18-year-old Native American woman, is running barefoot through the snow while crying and looking back over her shoulder when we see the opening credits. The next scene shows Cory Lambert (Jeremy Renner) in full white camouflage shooting a wolf. Lambert is a hunter for the Fish and Wildlife Department who kills predatory animals in the area. The next scenes show Cory picking up his son from his ex-wife’s house to take him out to the Indian reservation to visit her parents. It becomes evident that Cory lost his daughter at a young age.
While out on one of his hunts, Lambert comes across the body of a young woman (Hanson). She’s partly submerged in the snow with no shoes on, her toes and feet frostbitten, and a large wound on her forehead.
Cory Lambert reports the crime to the Indian Police who notify Natalie’s parents, Martin and Annie Hanson. Corey waits with Ben who is the Indian Police chief and oversees a staff of 6 officers for the entire reservation, which is the size of Rhode Island. They wait at the Hanson house as FBI Agent Jane Banner (Elizabeth Olsen) arrives during a snow storm. They take snowmobiles out to the location where Natalie’s body is where Jane labels the event as a homicide. After returning to town, they go to the medical examiner's office who explains that Natalie was raped by an unknown number of people, but that she died from the cold hitting her lungs and causing them to burst and she died alone. Jane is upset because it’s not being labeled a homicide, even though everyone knows she died while running for her life.
Corey, Jane, and Ben all head to the LittleFeather house of Sam Littlefeather, which is a drug den on the reservation as they look for clues. Upon arriving, they are fired upon by Sam as well as Chip Hanson (Natalie’s brother). Cory is able to subdue Chip and another man while Jane pursues Sam Littlefeather in the house. Sam comes around a corner and fires at Jane, missing, while she is able to hit him with several rounds. He dies on the spot. They interview Chip, and the other man and Cory finds out that Natalie had a boyfriend named Matt who was a security guard at one of the local oil drilling camps in the mountains.
While arresting Chip, Corey sees snowmobile trails going up the hill from the house and goes to track them along with Jane. Up the hill they find the body of Matt Rayburn, who was Natalie’s Boyfriend, being eaten and chewed on by birds, half buried in the snow.
Jane, Ben, and two other deputies from Tribal police take snowmobiles all the way up to the oil drilling camp, which has several trailers on it for the workers to sleep while working up there. Cory decides to go back up the hill to further investigate Matt’s death. They are greeted by the lead security guy for the drilling area. They ask him where Matt is and the security guy says he was hoping they might have answers and that he’d been missing for a few days. He has several scars on his face, as do two of the other security guards who come down as well. As they’re walking to Matt’s trailer, the lead security guy mentions them finding Natalie’s body a few days ago and that he heard it on the radio. Jane replies surprised, saying “We never said her name on the radio.” As they get close to Matt’s trailer, one of the Indian deputies notices that the other guards have their guns out and are flanking him and the group. He gets concerned, and everyone draws their weapons, and a standoff occurs. Jane’s FBI rank outranks the other officers, and she takes control of the situation getting everyone to calm down. They walk to the trailer and Jane turns the door handle, and it’s locked. So she knocks.
At this point, a flashback starts as Matt crawls out of bed and answers the door to find out that it’s Natalie knocking. They kiss and hug, and then the scene fast forwards to them post coital relations, talking about where they want to run away to. As they talk, you can hear Matt’s coworkers pulling up to the trailer. Natalie shuts the curtain as the men enter, intoxicated and loud. Pete, who is the drunkest of the group, opens the curtain and starts teasing Matt and Natalie, asking them what they’ve been up to. He finally tries to see under the covers, and Matt jumps out of bed to hit him and push him back. The rest of the guys grab Matt after he gets a few punches in on Pete. Natalie jumps on top of them, and she is thrown on the bed after being hit hard in the head, knocking her out. She fell onto the bed on her stomach and Pete proceeds to rape Natalie. She awakes as Pete is raping her and Matt frees himself from the other guys and starts to hit Pete. The whole group again goes after Matt, beating him, while Natalie is able to escape and start running away. It’s clear that this is when she starts running for her life, which eventually leads to her death.
The flashback sequence ends with Jane knocking on the door screaming FBI. Corey from up on the mountain sees snowmobile tracks going from where Matt died down to the camp. He radios Ben to warn him about the security guys. Ben tells Jane to get away from the door, and at that point a loud explosion comes through the door, a bullet striking Jane in the chest and knocking her far back off the steps of the trailer. At this point, the gunfire starts, with the security guys all trying to shoot the members of the tribal police. Jane is alive because of her bullet proof vest but injured from the impact. The security guys manage to kill Ben and the other Indian officers, even though they are wounded as well. Jane is trying to reload her gun when the lead security guard takes it away from her. It’s at this point that a bullet comes flying through his body out of nowhere to kill him. The other guards are looking around but can’t find where the gunner is at. They both proceed to get killed by the mystery gunman who turns out to be Cory.
Cory shoots into the trailer hoping to get the men who shot Jane from inside, one of whom is Pete who raped Natalie in the flashback. Cory hits the other man inside the house as Pete escapes out the back and runs into the hills. Cory comes over and attends to Jane and helps her with her injuries. He then proceeds to head up the hill and try and chase Pete. Pete is running and confused and looking for Cory as he can hear someone. He turns around, and Corey nails him in the face with the butt of his rifle. Pete wakes up to find he’s been taken up to the top of the mountain and that his boots have been removed and his toes are getting frostbite already. Cory pushes Pete and gets him to confess to raping Natalie and killing Matt. Cory tells him he’s free to go since he confessed, but first he tells Pete that Natalie “ran six miles in the snow barefoot,” and that he didn’t think Pete would make it 600 feet. Cory tells him to run, and Pete starts to run, making it just a few dozen steps before the cold freezes up his lungs, just as it had done to Natalie’s.
The final scenes show Cory in the hospital talking to Jane, and the scene ends with Jane crying over all that they had been through. Then Corey goes to Martin Hanson’s house where he finds Martin sitting outside with his “death paint” face paint on his face. Martin says he just invented death paint. Cory hints that they caught all the guys and that the man who killed Natalie “went out with a whimper.” Martin then starting to get choked up says “I just want to sit here and miss her for a minute, will you sit with me?” Cory sits with him, and a title screen comes up saying that statistics are kept for every group of missing people except native American women. Nobody knows how many are missing.
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