Fifty-year-old retired goth rocker Cheyenne (Sean Penn) travels from London to New York to visit his dying father, and then journeys across the United States on a mission to seek revenge against the elusive ex-Nazi war criminal who persecuted his dad in Auschwitz. Despondent after two of his young fans commit suicide, Cheyenne retreats to his Dublin mansion and begins living off of his royalties alongside his down-to-earth wife Jane (Frances McDormand). Later, he receives word that his father is dying in New York City. Although they haven't spoken in 30 years, he boards the first available flight to bid his dad farewell. Unfortunately, Cheyenne arrives too late. Upon reconnecting with his cousin Richard (Liron Levo), however, the morose musician learns that his father, a Holocaust survivor, had been tracking Auschwitz guard Aloise Lange (Heinz Lieven) around America for decades. Filled with ennui yet determined not to let Lange escape unpunished, Cheyenne vows to pick up the mission his father left uncompleted.