People disappear all the time in Caroline's fading city. They go off in search of jobs, they follow predatory men, or their addictions swallow them whole. In the last year, the number of missing people has skyrocketed, and Caroline is terrified her unstable, addict mother will be next. Not wanting to lose her only parent, she sets out to find the reason, hoping if she knows what's going on, she can save her mother.

What she discovers are literal monsters: demons from another dimension and angels so long forgotten by God that some doubt he's even real. She finds an ally in a new friend, Dani, but he turns out not even to be human, and he may be more involved in the missing than he admits. The closer she gets to the heart of the disappearances, the more danger she is in. The fight for her mother becomes a fight for her own survival as she is thrust into a dangerous supernatural world bent on making Caroline vanish forever.

We, The Missing evokes the theme of powerlessness as in The Devil All the Time and is reminiscent of the dark world of Constantine.