The movie Passion Play follows Nate ,who is a small time jazz musician. He is also recovering from an addiction to heroin. After one of his performances he is kidnapped. When he wakes he finds himself being taken out to the desert. He is about to be shot, but his would be killer is killed by a group of Native Americans. Nate finds a circus traveling in the desert and meets Lily. The owner of the circus wants to kill Nate but Lily saves him. She steals a truck and the two of them leave together.
All is not well for the pair. Happy Shannon is an assassin that is now hired to kill Nate. Happy kidnaps Lily. As long as Nate stays away from her he is told she will not be hurt. Nate realizes he loves her and tries to get her away from Happy.