A haunting portrait of loss and redemption, "American Gun" is the story of a man searching for answers in the wake of his daughter's death. Penny Tillman (Madsen) travels home to Vermont to spend the holidays with her parents, Martin (Coburn) and Anne (Bain). Their warm reunion is cut tragically short when a last-minute errand ends in Penny's untimely death, and the holiday cheer is abruptly silenced by the sorrow of burying a loved one. Devastated, Martin retreats into a shell that Anne is unable to penetrate. In letters to his dead daughter, Martin reflects on a childhood fascination with his grandfather's gun. Still unable to make sense of what has happened, Martin decides to take action. Using the serial number of the .357 Magnum that killed his daughter, Martin traces his grief to its point of origin. Starting with the factory where the gun was made, he begins the arduous process of tracking the gun's progress from owner to owner, a journey that takes him across America, from legitimate gun shops to the black market. While traveling to each city along the gun's trajectory, Martin is visited by memories of his service in World War II, a harrowing experience that haunts him to this day. As Martin's physical journey leads him closer to the truth, he begins to face the personal demons driving him in his search for answers. He speaks to the previous owners of the gun, finding common themes of loss, fear, passion, betrayal and regret in their stories. When he traces the gun to the world of pawnshops and nightclubs in Las Vegas, Martin must confront its final owner. He must also confront the painful truth about his daughter's death and learn the meaning of redemption in order for the healing to begin.