Mickey and Mallory Knox are eating at a diner in the New Mexico desert when Mallory is harassed by a redneck who has come into the diner with a buddy. She dances with him for a minute, and seems to flirt with him, but then beats him almost senseless before she and Mickey murder the diner staff. They can't decide who to kill and who to leave alive and so they play "eeny, meeny, miny, mo" to make the choices. They leave one customer alive; they want someone to remember the names Mickey and Mallory because they are going to be famous forever.
Mallory and Mickey fell in love as soon as they met. Mickey was jailed for a while because he stole Mallory's father's car but when he escapes from jail he goes back to Mallory's house, to kill her parents because Mallory has been abused by her father for years. The pair then marry at the side of the bridge and book a room at a motel for the night to celebrate; Mickey wants to try a threesome and so they take a young woman back to the hotel room with them but Mallory is jealous, and tries to seduce a mechanic at the gas station as they pass through. They have sex on the hood of the car but he recognizes Mallory's picture from a poster that flashes up on the television news; she kills him whilst Mickey rapes their hostage.
The killing spree continues....
Fifty two victims across three states, and serial-killer obsessive Detective Jack Scagnetti decides to pursue the couple. As a child he saw serial murderer Charles Whitman, the Texas Tower Sniper, murder his mother, and he uses his law enforcement badge to hide the fact that he is just as depraved and psychopathic as the fugitives he chases. Hot on the heels of psycho-cop is Wayne Gale, a sensationalist reporter who likes to call himself a journalist. He hosts a television shiow called American Maniacs and when he profiles them, Mallory's dreams of fame are realized; they are celebrities.
Warren Redcloud is a Navajo Indian who lives with his grandson in the middle of the desert. When Mallory and Mickey take psychotropic drugs they get lost in the desert but stumble across the Red Cloud ranch.Warren sees a demon in Mickey and wants to release it in the traditional Navajo way. He begins to chant but Mickey hallucinates and believes that the old man is one of his abusive parents and he shoots him dead. Mallory is distraught and when Mickey comes out of his hallucination he is filled with remorse as well. The couple have never felt remorseful before but they liked the old man and had never had any intention of killing him. They flee the scene but being unfamiliar with their surroundings, they end up in a field of rattlesnakes. They are badly bitten and so drive to the nearest drugstore for snakebite antidote.
The drugstore is sold out of the antidote they need; Mickey goes to the pharmacy hoping that they have more in stock because Mallory has collapsed from the bites. The pharmacist recognizes Mickey from the television broadcasts about him and hits the silent alarm button under the counter but Mickey kills him anyway. Police arrive; Mallory is arrested and beaten by the police. Mickey and the police engage in a shoot out, and the police use Mallory as a hostage by the sociopathic detective Scagnetti. He threatens to mutilate Mallory if Mickey doesn't give himself up. Mickey surrenders his guns but still has a knife and he attackes Scagnetti with it. Mickey is tazered as a television news crew films the scene; they also capture footage of the police brutalizing Mickey and Mallory as they are on the ground.
One year later...
Mickey and Mallory have been kept in solitary confinement but a further examination of their mental health has determined them both to be criminally insane. They are both due to be transferred to a mental institution and the person in charge of their transfer is Detective Scagnetti. When he arrives at the prison he encounters Warden Dwight McCluskey, who tells him that he should kill the couple during the transfer and say that they tried to escape custody. Scagnetti likes the plan and agrees to it. Mickey has agreed to do a live interview with Gale for his show; it is going to air as soon as the Super Bowl ends and will even overshadow the commercials. Mickey heralds committing murder as the path to enlightenment and declares himself a natural born killer. His words resonate with the inmates in the jail he has left behind and a riot ensues.
McClusky orders that the interview be immediately cut short despite Gale's protestations, Mickey is left in the interview room with Gale and a couple of guards whilst all other prison personnel attend to the riot. Mickey begins to tell a convoluted joke but this is a distraction designed to divert the attention of the guards; he steals a gun from one of them and kills most of the guards, keeping the others as hostages. He leads them through the prison riot at gunpoint, with Gale following behind them almost apoplectic with excitement. He continues to report live from the prison as rioters are shot and killed all around him.
Scagnetti, true to type, visits Mallory in her cell whilst the riot is going on. He flirts with her and she pretends to reciprocate but when she realizes he has actually fallen for her little act she smashes his face against the wall of the cell and breaks his nose. With the help of prison guards, Scagnetti overwhelms her and sprays pepper spray in her face. Mickey and Gale arrive at Mallory's cell, still filming everything live, and Mickey kills the guards before focusing his full attention on Scagnetti. The two are at a standoff, pointing guns at each other until Mallory grabs a prison shank from its hiding place and slashes his throat from behind. She shoots him dead with his own gun.
Gale has begun to feel part of the proceedings and is now fully sympathetic to the Knoxes. The three continue their escape. Gale starts to shoot guards and realizes that Mickey was right and that his enlightenment has been achieved through killing. Many prisoners escape through the front doors of the prison; McCluskey vows to hunt them down but he is soon killed by a group of prisoners.
Mickey returns to his roots and steals a car; he, Mallory and Gale drive to a forest where they give Gale one last interview before they kill him; but Gale tries to talk them out of his murder. He reminds them that they have a trademark which is very important; they always leave one survivor, but Mickey reminds him that they are leaving a witness - his camera is the witness, and his murder will be filmed. All the while the back-and-forth is going on, the news anchor listening via link in Gale's ear is relaying the information to viewers.
Several years later, Mickey and Mallory are still free, driving an RV, with a couple of children in tow, and a third one on the way.
