Two wanted women decide to rob their wealthy psychotic friend who lives in the fantasy world they created as children; to take the money they have to take part in a deadly perverse game of make believe.

A "story inside a story," in which the first part follows a woman named Susan who receives a book manuscript from her ex-husband, a man whom she left 20 years earlier, asking for her opinion. The second element follows the actual manuscript, called "Nocturnal Animals," which revolves around a man whose family vacation turns violent and deadly. It also continues to follow the story of Susan, who finds herself recalling her first marriage and confronting some dark truths about herself.