The Ballad of a Coyote follows Arizona Meyer, a down-on-his-luck rancher who finds himself on the wrong side of a gambling debt and alcohol addiction. Unable to pay his marker, Arizona reluctantly agrees to work it off by smuggling a woman up across the US/Mexico border for reasons unknown to him. While his own life is spiraling, he's forced to take on this new cagey, guarded companion with a veiled past of her own. Together they must navigate the inhospitable Sonoran desert, Cartel checkpoints, and their own unfortunate truths.