At 50 years of age, former rock star Cheyenne (Sean Penn) still dresses the part and lives in Ireland off the royalties and dividends from smart investments. The death of his estranged father brings Cheyenne back to New York, where he discovers the old man had one obsession: to hunt down a Nazi war criminal (Heinz Lieven). Cheyenne decides to pick up the quest where his late father left off, and sets out at his own pace on a journey across America.