1870s Arizona. A man guides a horse-drawn plow while his young son walks alongside. A woman washes clothes outside while her teenage daughter draws fresh water from a well. The children, called Dee and Jensie, race each other to a nearby river. They pause briefly at the graves of their two deceased sisters.At the river, Jensie gently splashes around while Dee fishes a short distance away. A bandit on horseback passes by. He notices Jensie, and she sees him. She shouts to Dee, telling him to run and get help. The bandit grabs Jensie and carries her away on his horse. Dee gets back home and alerts his parents. Pa sets out on a horse to rescue Jensie.Jensie jumps off the bandit's horse and tries to escape, but he corners her. Pa searches on his horse. As punishment, the bandit makes Jensie walk behind his horse, with her hands tied to a rope. She stumbles and is dragged along the ground for a short distance. The bandit says with basic English that she can have some water if she gets back on the horse. Jensie gives in to her thirst.After some distance, the bandit stops. Jensie quietly asks the Lord to help her Pa find her. The bandit introduces a donkey called Pedro. He says to Jensie that she is now his treasure. Pa continues his search.At night, the bandit and Jensie are sat around a camp fire. He tells her that his name is Toral. He takes a pair of shoes from a pack on Pedro's back and insists that Jensie puts them on. The sight of her legs arouses Toral, and he rapes her. Elsewhere, Pa is also camping for the night.The next morning, Jensie is very withdrawn. Toral offers her some food and drink, but she doesn't want anything. He gives Pedro to her. The donkey and Jensie eat a little bread.Toral and Jensie continue their journey. As she rides on Pedro, Jensie notices blood between her legs. Toral points out a canyon, and says it is his home. Jensie quietly pleads for Pedro to take her home.In Toral's home, which is a cave beside the canyon river, Jensie is delirious with fever. She loses consciousness, but is woken by a thunderstorm. She appears frightened, so Toral comforts her. After the storm has passed, Toral notices the blood on Jensie's legs. He carries her out to the river and dips her in it. He is desperate for her to live, and swears that he will take her home.Back in the cave, Toral fans Jensie. She asks for water. Elsewhere, Pa loses track of his daughter.Jensie feels a little better and gingerly gets up. She splashes her face and then sits at a table. Toral returns with some firewood. Jensie asks if he will take her home now. Toral says that she is still too weak, so Jensie goes back to bed.Pa returns to his farm. Ma is tending her daughters' graves. She is upset that Jensie is still missing. Around twelve men on horses arrive to help with the search.Jensie walks outside the cave. She sees the river and sits beside it. She wonders aloud if it is the same one that flows by her home. She attempts to escape on Pedro, but is spotted by Toral. Jensie urges the donkey to go faster, but it stumbles and throws her off. Pedro is in pain with a broken leg, so Toral shoots it in the head. Jensie grabs the gun and shoots Toral three times. She goes to leave on his horse, but he pleads for her to stay and save him. In the cave, Jensie removes the bullets with a knife.At the farm, Ma Spencer plows a field with Dee. Elsewhere, the men on horses continue the search.Jensie covers Pedro's body with a blanket to stop vultures pecking at it. She says his master will soon be strong enough to bury him. Tearfully, she apologizes. Back in the cave, Toral is sitting up. He thanks Jensie for saving his life.At the farmhouse, Ma Spencer sits quietly in her daughter's bedroom. In the cave, Jensie finds and opens a music box. Elsewhere, the men on horses wearily continue their search. Jensie tends to Toral's wounds.At night, Toral gets up and gently kisses Jensie while she sleeps.The next day, Toral watches Jensie swim in the river. Pa Spencer returns home again.Toral buries Pedro, and Jensie puts some little stones in the shape of a cross on the mound of earth.In the cave, Toral drowns his sorrows with a bottle of wine. He laments that he has no family, only his treasure. Jensie says that they don't belong to him, he stole them and that hurts people. Toral gets angry and smashes a shelf with a shovel. Jensie pleads for him to calm down. Toral sleeps in her lap.The next day, Jensie sits by the river and quietly contemplates her situation. At night, she sees Toral looking at her and beckons him to sleep with her.The following day, Jensie asks why Toral calls her "nina". He says it is because she is a little girl. Jensie says she is not a little girl, and tells him her name. Toral has some difficulty pronouncing the letter J. They go for a walk. Jensie cuts herself on a thorn, and Toral soothes the wound. He says she is more than treasure, she is his life. In the cave, they dress smartly and dine at a table. Toral tells Jensie that he won't steal anymore.At night, Toral hears Jensie talking in her sleep: she dreams that her mama has forgotten her. Toral realizes that Jensie cannot stay with him. In the morning, Toral tells Jensie that it is time for her to go home. She is very happy, and assures Toral that she will make her parents understand that he is a changed person.As they travel together on Toral's horse, Jensie tells him more details about her life. When they get near to the farm, Toral says that he has to go without her. Jensie pleads for him to stay, saying that she'll lie and tell her parents that he saved her. Toral says that it is wrong for her to lie. He departs, leaving Jensie crying. He comes back for a moment and says that she will always be in his heart.