Shadow Moon is locked up in prison, lifting weights in the yard with his cellmate, Low Key Lyesmith. He is due to be released from prison in five days but has a premonition of a storm coming. He relates his uneasy feelings to both Low Key and later in a phone call to his wife, Laura Moon. She reveals to him that she and his best friend, Robbie Burton, are planning a surprise party for him when he comes home.
That night, Shadow dreams of an orchard full of skulls and bones and a massive tree with branches that reach for him, one of them slashing Shadow across his cheek. A noose drops in front of him. He is awoken by a prison guard, leading him to the warden who tells him of Laura's death in a car accident that morning. He will be released a couple of days early to attend her funeral.
Shadow is released from prison and arrives at the airport. He tries to exchange the ticket Laura bought him to Eagle Point from Friday to Tuesday. The Airline Attendant is unhelpful and Shadow remembers a story Low Key had once told him about Johnnie Larch who had been released from prison after five years. Larch hands the lady at the airport an expired ID and he argues with her that even though it is expired, it is still a valid ID. She calls security on him and he is back in prison. The moral of the story: "do not piss off those bitches in airports." Shadow pays with his credit card for a flight out the next day.
He spends the night in the airport and leaves a voicemail for Robbie. A man walks up to the counter, requesting a first class ticket. He seems confused and senile, causing the Airline Attendant to hurry him to first class anyway. Shadow boards the flight and discovers his seat is already taken by someone with the same seat assignment. The only seat left available is in first class, next to the old man who is now coherent and clear-headed, having scammed his way to a first class ticket. He greets Shadow with a Jack and Coke.
They strike up a conversation and the man knows that Shadow had just gotten out of prison. He introduces himself as Mr. Wednesday and asks what was Shadow's downfall. Shadow reveals to him it was small-time casinos and does a coin trick for him. Wednesday tells him he uses people's faith to con them. He passes Shadow a first class toiletries bag and offers Shadow a job. Shadow declines because Robbie is holding a job for him at his gym.
They fall asleep and Shadow dreams of the tree again. A white buffalo with flames coming out his eyes tells Shadow to "believe." Shadow is awakened to find out the flight has been diverted and the next flight to Eagle Point isn't until tomorrow. He rents a car and starts driving instead. He pulls over at Shakamak State Park and screams out over a cliff.
Shadow has arrived at Jack's Crocodile Bar where Jack offers him her chili. Shadow heads to the bathroom where Mr. Wednesday appears from a bathroom stall. He is still offering him a job and he passes Shadow a newspaper with an article on the car crash. He tells Shadow that Robbie had also died in the accident that killed Laura.
Shadow admits to Wednesday that he is broke and jobless but he'll only work for Wednesday based on the flip of a coin. Wednesday calls Heads and Shadow is surprised to discover it is Heads when he rigged the toss. Wednesday goes to the bar for drinks and Mad Sweeney approaches Shadow to warn him about Wednesday.
Wednesday returns with three shots of mead for Shadow to drink. Shadow takes the first shot and Wednesday tells him the mead seals their bargain. Shadow will be his driver and bodyguard and will hold his vigil upon Wednesday's death. Shadow agrees to $2000 a week on the condition that he won't hurt anyone for fun or profit and that he will quit if Wednesday pisses him off. Shadow drinks the second shot to seal the deal and the third shot as the "charm." Wednesday spits on his hand and they shake.
Sweeney starts pulling real gold coins out from everywhere and Shadow asks how he does the trick. Sweeney tells him it's the easiest trick in the world to just pluck them out of the air. Shadow asks again and Sweeney challenges him to a fight for the answer. Shadow declines, yet Sweeney keeps egging him on. He starts to insult Laura and Shadow punches him in the face. They begin brawling, tearing up Jack's bar and fighting until Shadow blacks out.
Shadow wakes up in the back of Mr. Wednesday's car on their way to Eagle Point. He finds Mad Sweeney's gold coin and Wednesday says Sweeney taught him the coin trick. He cleans up in a gas station bathroom before dropping Wednesday off at a motel and taking Betty, Wednesday's car, to the church for Laura's funeral.
He is late and finds a spot in a pew next to Audrey Burton, Robbie's wife and Laura's best friend. She begins mouthing off about Laura and Shadow tells her he's sorry about Robbie. She realizes that Shadow doesn't know that Laura died with Robbie's "cock in her mouth."
The funeral proceeds to the graveside where Shadow stays through until the grave is filled. He doesn't understand why Laura would cheat on him. He had worked hard improving himself for her while in prison so he would be better than he was going in. He tosses Mad Sweeney's gold coin onto her grave.
Audrey stumbles over, doped up on Ativan and having just pissed on Robbie's grave. She pieced things together and figured out that Robbie and Laura having an affair for a long time. She goes into detail about Robbie's dick being severed in the crash and what she told the coroner to do with it. She is angry that she won't ever get closure before she breaks down crying and offers him a hug. He hugs her back and she next offers him an "eye for an eye, a blowjob for a blowjob." He refuses and comforts and holds her as she cries. The gold coin on Laura's grave sinks into the dirt.
As Shadow walks back from the graveyard, the street lights go out. He sees what looks like fireflies swarming over a box in a field off the side of the road. He investigates and the box opens and attaches itself to his face, transporting him into a virtual reality.
He is seated at one end of a long room with Technical Boy at the other end. Technical Boy's Children sit on either side of Shadow, prepared to hit him if he doesn't answer Technical Boy's questions. Technical Boy blows Os of synthetic toad-skin vape smoke continuously into Shadow's face as he grills him about Wednesday. When he discovers Shadow knows nothing, he tells his Children to kill Shadow, explaining that he can delete and overwrite Shadow.
Shadow is transported back to the side of the road where the Children beat him and then lynch him from a tree. The rope breaks and he falls to the ground as the Children are massacred in front of him.
Shadow goes to a hospital to treat the injuries he received from Technical Boy's Children. The nurse asks if he was shot because he would have to call the police. Shadow tells him no and to not involve the police. He returns to the motel and pounds on Wednesday's door, disrupting him with a young, blonde woman. He tells Wednesday how Technical Boy hijacked him and tried to kill him. Wednesday offers him occupational hazard pay and doubles his salary. Wednesday promises that he is angry about Technical Boy and has a plan.
Shadow goes to his room and draws up a bath. He removes his wedding ring. He goes to bed and dreams of Laura visiting him. He tells her she's dead and she replies that he is having a bad dream and he wakes up to find himself alone. He cries himself back to sleep.
The next day, he arrives at Laura's house to pack up her stuff. He avoids the coroner's box with Laura's belongings, leaving it for last. Once he's finished packing, he opens the box and removes Laura's cell phone. He scrolls through her texts and finds a dick pic from Robbie, confirming their affair. He cleans the house, scrubbing the bathroom floor so hard his fingers bleed. After he is finished, Wednesday arrives, asking if he'll miss Eagle Point. Shadow says no because it was Laura's town. Wednesday tells Shadow that he only gets to be upset for so long because Laura was cheating on him.
They take off in Wednesday's car, Betty, and start driving. Wednesday informs Shadow they won't ever take the highway and will take back roads to recruit various people to attend a meeting in one of the most sacred places in America. Their first stop is Chicago to get Wednesday's hammer.
They stop at a diner where Wednesday is meeting someone. He gives Shadow a list and sends him shopping. Shadow heads to a superstore to get the items on Wednesday's list, including maps, romance novels, cigarettes, and vodka. As he is walking through the store, I love Lucy is playing on one of the TVs in the store's entertainment section. Lucy calls out to Shadow from the TV, stopping him. He unplugs the TV and all of the TVs in the display go black before Lucy appears again. She explains the screen is the altar and she is the one they sacrifice their time and attention to. She offers Shadow a job to work for her because Wednesday isn't even yesterday while she is today and tomorrow. She is impressed by how Shadow handled the Technical Boy and she won't underestimate him. Shadow refuses her offer. She tells him she is trying to help him.
Shadow returns to the diner, passing by the man Wednesday was meeting with. Shadow tells Wednesday that Lucy was talking to him from the TV and he thinks he's going insane. Wednesday gives Shadow the choice of either fighting the strangeness or accepting it; either the world is crazy or Shadow is. Shadow asks if this is part of them "reprogramming reality" and Wednesday says that going mad is not the biggest sacrifice to make.
They start driving again and Wednesday discovers a cell phone in the bag of stuff Shadow bought. He tosses Shadow's cell phone and the one Shadow bought for him out the car window, saying, "no cell phones." He tells Shadow his secret to attracting the young blonde women is with "charm." He taps his fingers along the dashboard and the radio turns on.
Shadow and Wednesday arrive at an apartment in Chicago. Zorya Vechernyaya tells Wednesday that Czernobog, who is currently in a field killing a cow with a bolt pistol, will not be happy to see them. She brings them into the apartment and Wednesday presents her with the vodka, romance novels, and binoculars that Shadow picked up from the store. Zorya Vechernyaya downs the entire bottle of vodka before calling for Zorya Utrennyaya to come to the kitchen. She explains that their other sister, Zorya Polunochnaya, is asleep. Wednesday passes Zorya Utrennyaya the books and sets the binoculars down in front of Zorya Polunochnaya's door.
Zorya Utrennyaya makes coffee for Wednesday and Shadow and Zorya Vechernyaya offers to read Shadow's fortune. Shadow heads for the bathroom just as Czernobog returns home. He is not pleased to see Wednesday and throws a lamp at him. Wednesday offers him the cigarettes and herb Havarti but Czernobog still wants him to leave. Zorya Vechernyaya tells Czernobog she already invited them to dinner.
Shadow offers to help with the cooking but Zorya Vechernyaya refuses. She tells him they are all relatives who came over together a long time ago and that family is people you stick with even when you don't like them. Shadow gives Zorya Utrennyaya his empty coffee cup and Zorya Utrennyaya turns it upside down to read the coffee grinds. She whispers with Zorya Vechernyaya who lies to Shadow that he will have a happy life with many children. Shadow asks if there is any good news and she replies that his mother died of cancer but he won't.
From the living room, Czernobog becomes upset with Wednesday and raising his voice. Zorya Utrennyaya hurries in to shush him so he doesn't wake up Zorya Polunochnaya. Wednesday is trying to get Czernobog to come to the meeting because everyone else will be there and will think Czernobog is weak if he doesn't show. Czernobog tells Wednesday he wants his brother, Bielebog, not him.
They sit down to a terrible dinner of tough meat and soft potatoes, which Wednesday enthusiastically enjoys. Czernobog asks Shadow if he is Black. Where he is from, everyone is the same color so everyone fights over shades. Bielebog has light hair where Czernobog has black hair so everyone thought Bielebog was the good one and it turned Czernobog into the bad one. They are both gray now so there is no longer a way to tell who is light and who is dark.
Czernobog shares how they first arrived in New York and it wasn't so bad but then they came to Chicago and it's not so great. He had to get a job in the slaughterhouse and became a "knocker" on the killing floor. Zorya Vechernyaya opposes him telling cow killing stories at dinner but he continues anyway. He explains how it takes strength and skill to artfully kill a cow properly with a sledgehammer. If not done properly, the cow becomes angry and angry meat tastes bad. He complains about the ease of the bolt gun that makes it so anyone can kill cows now. He asks Shadow if he plays checkers and invites him to a checkers game after dinner and Shadow agrees.
After dinner, Czernobog sets up the checkers board, playing black and they begin their game. Czernobog asks if Shadow wants to see his killing hammer and retrieves it from over the mantle. He explains how blood feeds the hammer, giving it shine, with sunrise blood being the best. Now, his hammer is red with rust but Shadow sees blood pouring off it from the 10,000 kills Czernobog made. They continue playing checkers and Czernobog offers to make a wager. If he loses, then he will go with Shadow and Wednesday to meet with the others. If he loses, then he gets to hit Shadow in the middle of the forehead with his hammer.
Wednesday tells Shadow it's his decision if he wants to make the wager. Shadow considers all the crazy things he has seen in the last few days and what is real and what is not. He agrees to Czernobog's wager and they keep playing checkers. Czernobog starts singing an old song about bitter coffee and a spoon that makes it sweet as he gets more and more of Shadow's pieces off the board. Shadow loses the game and Czernobog declares that at sunrise, Shadow will willingly go down on his knees for him to knock his brains out.
Shadow awakens in the middle of the night in Czernobog's and the Zoryas' apartment. He discovers the living room window open and climbs out onto the fire-escape and up to the roof. Zorya Polunochnaya is star-gazing, keeping watch over Odin's Wain and the Great Bear. She explains to him that she and her sisters monitor the sky day and night to make sure the "bad thing chained up in those stars" does not escape and eat up everything. She reads Shadow's palm and says he has nothing because he believes in nothing. She asks if he sold his head to Czernobog and tells him she can help him in exchange for a kiss. They kiss and she proceeds to tell him to "take the moon." He doesn't understand what she means so she does it for him and plucks it out of the night sky. She gives it to him, telling him it is protection but not as strong as the sun protection he was given once before. She tells him to wake up.
Shadow wakes up and goes into Czernobog's room. He tries to convince Czernobog to play one more game of checkers with him by pointing out that Czernobog is old and weaker and he might need two hits on the head in order to successfully kill Shadow. If Shadow wins, then Czernobog has to go with him and Mr. Wednesday and Czernobog still gets his one hammer hit after they're done. If Czernobog wins, he gets two swings at sunrise. Czernobog agrees to the terms and they start playing checkers.
Shadow wins the checkers game against Czernobog and Czernobog agrees to go with Wednesday to Wisconsin then he will kill Shadow. Shadow wakes up the next morning and looks out the window to see there is no fire escape but in his pocket is a silver coin. Wednesday enters the room and asks Shadow if he wants some coffee before they go rob a bank.
Shadow and Mr. Wednesday arrive at the bank they're going to rob. Shadow is incredulous and doesn't want to enter but Wednesday drags him along, promising him he won't get in trouble. Shadow notices all the cameras in the building as Wednesday tries to avoid having his face captured. Wednesday grabs a pile of deposit slips and they leave the bank. They walk across the street and Wednesday has Shadow write down the number of a payphone. He brings Shadow a hot chocolate and tells him to "think snow" to concentrate his mind. They head to a photocopy shop as Shadow thinks about snow. While they wait for service, they chat about the many versions of Jesus. Wednesday tells Shadow to keep thinking snow while he makes business cards and posters. Shadow zones out again while thinking about snow before Wednesday startles him, telling him to stop because it's snowing enough now and they don't want to immobilize the city.
They sit down for some lunch as Shadow questions Wednesday about the snow, wanting to know how it happened when the weather was supposed to be clear. Mad Sweeney abruptly shows up, demanding his gold coin back from Shadow because he gave him the wrong coin. Shadow asks him how he did the coin trick before he'll tell him what he did with the coin. Sweeney once again claims that he plucked the coin out of thin air. Shadow says Sweeney can find the coin on Laura's grave back in Eagle Point. Sweeney leaves, telling Wednesday he'll see him in Wisconsin.
Shadow and Wednesday arrive at the bank with Wednesday dressed in a security uniform. He passes a business card to Shadow, reading "A1 Securities" with the name A. Haddock on the card. Wednesday will pretend to be Jimmy O'Gorman. He tells Shadow to do a bit of shopping at the grocery store and wait by the pay phone before he heads across the street to the bank. He places out of order signs on the ATM and night deposit slot and begins collecting night deposits and providing fake receipts to unsuspecting bank customers. The cops pull up and question Wednesday who hands them a business card. The pay phone rings and Shadow answers it as Andy Haddock, Jimmy O'Gorman's boss. They are calling to check up on Jimmy and Shadow reassures them he is supposed to be there, going so far as offering them a job with his security company. The police leave Wednesday to continue with his business.
Shadow is driving while Wednesday counts out the money from the bank scam, paying Shadow his salary. They continue driving back-roads out of Chicago as Wednesday presses Shadow about him pretending that he "cannot believe in impossible things." A wolf crosses the road in front of them, causing Shadow to slam on his breaks. Shadow asks Wednesday directly if he made it snow. Wednesday offers him the choice of either believing he did or acknowledging he is delusional. They go on to discuss Shadow's belief in love and Wednesday's fear of being forgotten.
Shadow gets the key to his motel room from the front desk and heads to his room. He opens the door and discovers Laura sitting on the edge of the bed.