Maggie (Cate Blanchett) is a nineteenth-century frontier doctor who lives on an isolated ranch in New Mexico with her two daughters Lilly (Evan Rachel Wood), a refined teenager who feels as if she was born in the wrong family, and her younger sister Dot (Jenna Boyd), a tomboy interested in horses and the adventure of living in the wilderness. Brake Baldwin (Aaron Eckhart) is the ranch hand who looks after things on the homestead. When her estranged father, Samuel Jones (Tommy Lee Jones), shows up to make amends with Maggie, she steadfastly refuses to accept him. He abandoned his family 30 years earlier to live with an Apache squaw, and she can't forgive him for breaking her mother's heart. However, Dot immediately senses that there is something special about her grandfather, especially when she finds out that he knows a lot about Indian ways.

When Lilly is kidnapped by a band of marauding Indians and Baldwin is brutally murdered, Maggie has only her father to help her. The sheriff refuses to send any of his men out to search for the missing teenager, saying it's the Army's responsibility. Jones is a skilled tracker, and he soon picks up the kidnappers' trail. They come across several other murdered whites and eventually meet up with a contingent of soldiers led by the General (Val Kilmer). But they can't join the hunt for Lilly since their assignment is to round up "hostiles" and return them to the fort. The General has heard that a sorcerer named Chidin (Eric Schweig) is the leader of a pack of lawless Indian scouts, deserters from the Army, who are kidnapping women to sell in Mexico. Presumably, they are on the way to the border.

Ron Howard directs this cross-cultural drama based on Thomas Eidson's novel The Last Ride. Ken Kaufman wrote the screenplay which focuses not only on the father-daughter tensions but also on the vast abyss between Maggie's Christian beliefs and Samuel's Native American practices. He realizes early on their quest to retrieve Lilly that Chidin is a shaman who is using his powers for evil purposes. He is able to read minds and cast dangerous spells. In one of the most compelling scenes, he sends Maggie into a coma of illness just by stroking a hair he retrieved from a brush that fell out of her pack. Samuel, Dot, and two Native Americans who have joined them have to use their own chants to pull her back into the land of the living.

At one point, Maggie asks her father, "What did you see in them that you didn't see in us?" He doesn't answer the question directly but alludes instead his incurable wanderlust. The Missing has some touching moments about the slowly unfolding reconciliation of father and daughter. The finale is filled with plenty of sound and fury. Notice how a cross is a message, a talisman, and a symbol.

The DVD has eleven deleted scenes and three alternate endings, along with an interview with director Ron Howard about his interest in the western genre. His first short films, showcased here, were westerns. A 30-minute featurette goes through the making of the movie, and another includes information on Apache culture and language with interviews with Howard and the Apache translators he worked with.