JOHN PERSON (Jon Favreau) is a 30-something struggling actor living alone and facing eviction from his unfurnished apartment in Hollywood. Behind on his rent and heavily in debt, he goes against the better judgment of his pretty neighbor GRACE (Joey Lauren Adams) and accepts an unsolicited offer from his strange neighbor NEELY (Bud Cort) to courier a blue suitcase up to the desert truck stop of Baker, California. There, in the middle of nowhere, at a seedy motel in the shadow of The World's Largest Thermometer, he'll simply deliver the locked suitcase to a trucker called COWBOY (Sean Bean) and be paid twenty-seven thousand dollars in cold, hard cash. John's given a loaded gun and told he must defend the blue suitcase with his life. It's easy money.

But on arrival he discovers he's already missed the mysterious man and soon he's reluctantly mixed up with young local vixen RUTHIE (Rachael Leigh Cook), her mother STELLA (Daryl Hannah), Ruthie's hot-headed jealous boyfriend RANDY (Adam Beach) and paranoid, alien-obsessed locals.

When special agent BANKS (Kelsey Grammer) arrives at the local watering hole to question him about the murder and decapitation of his strange neighbor and hundreds of people recently gone missing, John realizes that he might be mixed up in something much more dangerous and bizarre than he ever imagined. Nothing is ever easy. Later that dark night, Cowboy violently appears, John finds himself caught somewhere between the surreal, the supernatural and the just plain weird. And when the final showdown begins, John is faced with a choice that could change his life forever. Has this whole town gone mad? Or are the loony locals, who John dismissed as being crazy, the only sane things about this strange parallel universe called The Big Empty?