Pete Perkins
Pete is a cowboy working on a wealthy man's ranch. He meets Melquiades, gives him a job on the ranch and the two become close friends. Though we don't know much of Pete's background we see that he is in love and sleeping with Rachel, a married woman who is having another affair with the town's sheriff. Pete is a man of his word as he ventures to Jiminez, Mexico in order to keep his promise to Melquiades that he would bury him in his home town if anything ever happened to him.
Mike Norton
Norton is a Border Patrol Officer from Cincinnati who's been relocated to Texas with his wife, Lou Ann. He's bored with life turns to pornography while he's supposed to be doing his job. His marriage with Lou Ann is not one to be envied as it lacks any depth or connection. Norton is kidnapped by Pete and forced to ride to Jimenez, Mexico in order to bury Melquiades whom he shot and killed. Through this journey Mike seeks forgiveness for his murder, and is shown the road to redemption as the story closes.
Melquiades Estrada
Melquiades arrives in Texas and is thought to be working for the drug cartel, but he's only looking for honest work. He's given a job on a ranch by Pete who becomes his friend. Melquiades is shy and passionate and has left his family behind in Mexico in order to make a better life for himself and them one day. He is shot by Border Patrol Officer Norton who mistakes Melquiades shooting off a coyote as him firing at him.
Lou Ann Norton
Lou Ann is Mike's wife. Also from Cincinnati she finds life boring in her new town in Texas. She doesn't try to get a job and spends her days at the local diner where she becomes friends with Rachel, a local woman who spends her days cheating on her husband with the Sheriff and Pete. Lou Ann is influenced by Rachel and goes to a motel with Melquiades while Pete and Rachel have sex in the room next to them. After Mike is kidnapped she leaves him and Texas as she says he isn't redeemable.
Rachel
Rachel is married to a local man who runs the diner in town. They've been married for a long time, but she cheats on him with the Sheriff and Pete as their marriage isn't a happy one. She helps Pete to find out that Mike Norton is the man who killed Melquiades, but when Pete asks her to follow him down to Mexico to marry him she hangs up on him. She seems to want all of the fun, but take no responsibility.
Belmont
Belmont is the town Sheriff who is also sleeping with Rachel. He despises Pete for also being with Rachel, and shows his racism by not caring to seek out who murdered Melquiades. He only serves the people from his community, not illegal immigrants as he treats them as less than human. He gives up his hunt for Pete after he kidnaps Mike in order to go to Disneyworld. It shows he lacks fortitude and follow through and essentially anything you'd expect a Sheriff to have in order to serve his community justly.