Jerry (William H. Macy) is a small-time car salesman from Minnesota who finds himself in financial trouble. But he has a plan. He intends to hire two thugs to kidnap his wife and demand a large ransom from his wealthy father-in-law. Everything is supposed to go smoothly and easily, with no one getting hurt. However, as time passes, the situation begins to spiral out of control and people start ending up dead. Taking on the investigation is the local police chief, Marge Gunderson (Frances McDormand), a coffee-addicted, parka-wearing woman who happens to be heavily pregnant.