In the late nineteenth-century on the American frontier, Lizzy and her husband Isaac arrive from St. Louis to an unpopulated area of New Mexico, hoping to begin a settlement. They live in solitude until another couple, Emma and Gideon Harper, arrive from Illinois and move into an abandoned cabin nearby. The story is told out of chronological order; in the beginning of the film, it is shown that Emma and her stillborn infant are being buried by the other three major characters.

Lizzy befriends the younger Emma, whose marriage to Gideon is apparently troubled, and she and Isaac help them repair the damaged cabin and regrow a garden and plant some crops. Lizzy confides in Emma about having lost her son, Samuel, in a stillbirth. Throughout her pregnancy, Lizzy had grown increasingly paranoid that a demon was coming to her in the night, especially when Isaac was away.

Late one night, Gideon awakens Isaac and Lizzy, telling them Emma is unwell. They arrive at the couple’s cabin, and Lizzy finds Emma hiding under a bed, talking to herself incoherently. She tells Lizzy that something is after her, and that it wants her unborn child. Lizzy renders Emma unconscious with chloroform, and Emma slaps her in the face during the struggle. Throughout her pregnancy, Emma continues to confide to Lizzy that she senses a supernatural presence that she cannot explain, but Lizzy disregards her. Emma tells Lizzy she plans to name the child after either her or Isaac.

Near the end of Emma’s pregnancy, she apparently shoots herself in the head in the middle of the night with Lizzy’s shotgun. Lizzy attempts to perform a caesarean delivery to save Emma’s unborn child, but is unsuccessful. Isaac and Gideon bury Emma and her child, and travel to report the deaths, leaving Lizzy alone. Lizzy’s paranoia reemerges after they depart, and she encounters various frightening incidents: A pack of wolves attack her, and she accidentally shoots her goat. Late one night, she sees lights emanating from the Harper cabin, and goes to investigate. She finds the cabin empty, but is tormented by violent poltergeist activity before losing consciousness. She awakens the following morning, and finds Emma’s diary lying on the floor. In it, she reads an entry in which Emma describes her disdain for Gideon, and claims to be carrying Isaac’s child. Lizzy burns the pages in the fireplace. To relieve her anxiety, Lizzy renders herself unconscious with chloroform.

Some time later, Lizzy is awoken by a reverend passing by. She provides him a meal and offers him lodging in the Harpers’ empty cabin, but urges that he not answer the door after dark. In the middle of the night, the reverend knocks frantically on Lizzy’s door, claiming to have been attacked by an unseen entity. She allows him in, but quickly realizes he is a manifestation of the entity itself, and flees, locking herself in the Harpers’ cabin. In the morning, she finds the reverend’s corpse outside. Shortly after, she visits Samuel’s grave, planning to kill herself with a shotgun, but is distracted by the sound of Isaac returning on his horse. To Lizzy’s shock, Isaac tells her that he passed the reverend en route, and that the two had a conversation.

Gideon returns, packs his remaining belongings, and moves away, but leaves behind a trunk of books for Lizzy and Isaac. In the trunk, Lizzy finds a tract detailing various “demons of the prairie.” Lizzy and Isaac argue about the tract, as he fears reading it will reignite her paranoia about the supernatural. Isaac storms out, and moments later, Lizzy is levitated and thrown across the cabin by an unseen force; she crashes onto the kitchen table, impaling her ribcage on a pair of scissors. Some time later, Lizzy awakens tied to her bed. Isaac, who found Emma’s journal, confronts Lizzy, having realized the truth: She murdered Emma out of jealousy. Lizzy manages to free herself, and stabs Isaac in the throat with a piece of broken glass, killing him. At dawn, she stumbles outside and collapses on the ground. As she stares at the expanse of land around her, she reminisces about her pregnancy, and of an encounter with the reverend upon her and Isaac’s arrival, when he gave her a tract about the demons of the prairie.