Set in 1950s Arizona, the story follows a drifter and gambler named Beaudray Demerille (Fonda). In a card game he wins the movie's title character Wanda Nevada (Shields), a 13-year-old orphan with dreams of singing at the Grand Ole Opry. Despite his best efforts, Wanda sticks to Demerille, accompanying him to a pool hall. Texas Curly (Fix), an aging prospector, enters and tells the bar patrons about his gold mine in the Grand Canyon. They laugh him off as a drunk. As Curly leaves the bar, he drops a pouch. Wanda picks it up and follows Curly, then sees Strap Pangburn (Markland) and Ruby Muldoon (Askew), two cons from the bar, harassing the man about the location of the mine. Wanda runs when Strap and Ruby kill Curly, alerting them to her presence. She hides in Demerille's car and tells him about Curly's death. Strap and Ruby see Wanda in the car but get lost in the chase. Stopped for the night, Demerille and Wanda open Curly's pouch and find a map. They head to the Grand Canyon and trade the car for pack mules and mining supplies. Strap and Ruby follow behind by half a day.While traveling in the canyon Demerille and Wanda meet Dorothy Deerfield (Lewis), a Life magazine photographer. Dorothy and Demerille try to get better acquainted after dinner in her tent, but jealous Wanda intrudes. They discuss their pasts, with Dorothy's husband and Wanda's father both killed during military service. Demerille tries to be nice but comes off as insensitive, and he and Wanda leave camp in the morning. They find a rope ladder over the canyon's side to a small cave. Before going down, Wanda confesses to Demerille that she loves him. He holds the rope as she rappels down the rock wall. An owl flies out at her and Wanda falls, but Demerille pulls her back up only to find that she is unconscious. He sits cradling Wanda and says he loves her, too. Demerille then explores the cave himself and finds gold. He returns to find Wanda awake and shows her a large gold piece. While mining the next day, Strap and Ruby finally catch up to them. Wanda and Demerille return to camp with four bags of gold only to find their mules gone. They throw the bags into the canyon in case someone is watching, then start walking. Strap and Ruby hold them at gunpoint and demand the gold, but Wanda insists there was none. A shootout leaves everyone unharmed. Strap and Ruby run off, and Demerille and Wanda seek shelter for the night. The following morning they find Strap and Ruby crucified in the desert. Wanda finds the mined gold scattered nearby. They pack it up and head down to the shore, where a boat is buried in the sand. After docking downstream, Demerille counts the gold as Wanda sleeps. The owl from the cave appears and an arrow is shot from the distance into Demerille's chest. Demerille, seemingly mortally wounded, pushes the boat into the river and passes out. Wanda wakes up the next morning as the boat is afloat in the river and finds Demerille near the edge of death, he professes his love for Wanda and passes out.Sometime later, Wanda is in a hotel and is about to be returned to the orphanage by looming nuns. Reporters swarm the hotel lobby, all trying to get an exclusive story. Wanda flees the nuns as Demerille, now recovered and rich from selling the gold, pulls up outside the hotel in a new convertible. Wanda jumps in the convertible, and both laugh as Demerille tells the reporters there never was any gold in the Grand Canyon and Demerille and Wanda drive off into the sunset, while the song Morning Sun by Carole King adds to the atmospheric finale.
Output: Question: Wanda and Demerille return to camp to find what missing?, Answer: Their mules