After three years in prison, Shadow has done his time. But as the time until his release ticks away, he can feel a storm brewing. Two days before he gets out, his wife Laura dies in a mysterious car crash, in adulterous circumstances. Dazed, Shadow travels home, only to encounter the bizarre Mr Wednesday claiming to be a refugee from a distant war, a former god and the king of America. Together, they embark on a very strange journey across the States, along the way solving the murders which have occurred every winter in one small American town.