Marshal Lyle McKendrick and Curley Ashburne arrive in a cabin in the middle of a snowstorm. Curley looks around the cabin in disgust, and notices that Lyle is bleeding despite the marshal's attempts to hide it. He congratulates Lyle on defeating his gang and capturing him, and reaches for an axe when he thinks Lyle's back is turned. Lyle shoots it out of his hand/.
Paladin hears the gunshot and runs in. He confirms that Lyle is all right, and says that the stable is empty. Curley warns that they'll never get him back to civilization given the storm, and that Lyle's deputy Huggins will abandon them. As the outlaw says that his man won't forget him, Lyle passes out from blood loss. Paladin makes him comfortable and Curley wonders why he's still there. The gunslinger hands Ashburne his card and tends the fire, and Ashburne offers him double whatever the railroad is paying. Paladin points out that Curley turned back when he could have escaped, and asks why. Curley refuses to give a straight answer, and Paladin goes out to get some snow to make water. A girl goes up to the window and peers in, and then walks off.
As Paladin tends to Lyle, Curley talks about how evil is self-sufficient. He says that he'll have paid off Lyle to his side, just as Lyle wakes up and complains that he's cold. Paladin finds a letter from the U.S. Marshal's office in Washington, and Lyle explains that a politician sends out letters twice a week on how they should handle things, and twice a week he, Lyle, throws them away. As Paladin goes to get some wood, Curley tells Lyle that he told Paladin that he'd own Lyle before they left the cabin. Paladin gives Lyle a gun and goes out.
As Paladin gets firewood, he sees footprints in the snow. The girl, Cassandra, charges Paladin and he easily knocks her out and carries her inside. They take her over to the fire to warm up, and Cassandra says that she saw what happened. When she saw them coming, she hid like her mother said. Her mother is dead behind the barn, and her father ran off and took the livestock with him. Cassandra shows them a locket with a photo of her mother, and Paladin wonders why she didn't go back to town. The girl says that she's never been in town and her mother taught her how to read. Lyle whispers to Paladin that they have to get Cassandra out as well as Curley.
Cassandra asks Curley if he killed someone. He says that he chooses to do what he wants and the law doesn't like it, and tells Cassandra not to let the world shape her. Curley invites her to travel Europe with him when he escapes, and strokes her chin. Lyle tells him to take his hands off of her, and offers to take Cassandra in, he and his wife. Curley points out that he only has $40 a month to his name, and he never ran from the truth. He tells Lyle that he's a failure, protecting other people's property but having none of his own. Lyle says that he has some money set aside, and Curley tells him that he's outbidding him.
Curley offers Cassandra $5,000 for the locket, and tells Lyle that he could top his offer if he accepted his bribe. Cassandra considers the possibilities, and Curley offers to make her out a bank draft. Lyle talks about his family and hometown, and Cassandra picks up the letter Lyle threw away so Curley can write out the bank draft. The marshal tells Cassandra to read it, and she does with Paladin's help. She and Paladin discover that the government is sending a man to replace Lyle, and Lyle is shocked at the news in the letter he hasn't read. The government says that Huggins will serve as Lyle's interim replacement.
Laughing, Curley dismisses Lyle as a political casualty. Lyle realizes that Huggins abandoned them, and Curley says that the world is afraid of the saints, not the sinners. Cassandra turns down Curley's offer, saying she won't need the $5,000. She goes over to Lyle and then offers to get some potatoes from the barn so that they can eat. Curley sarcastically offers them tin cups and pencils for their new profession as beggars.
When Paladin and Cassandra go out to the barn, Curley's man Salazar grabs Cassandra and uses her as a shield. He has Paladin drop his gun, and Cassandra bites his arm. Paladin draws his derringer and shoots Salazar dead, and they see Salazar's two houses. They run inside and Curley draws a revolver, and has Cassandra hand over Paladin's guns. McKenzie claims that Curley slipped his cuffs, but Paladin realizes that the marshal accepted Curley's money and finds a bank draft for $10,000. Lyle talks about how the government cast him aside, and with the money he can take care of Cassandra and his wife. Curley gives Lyle his gun and tells him to keep Paladin there while he checks the horses.
Once he leaves, Paladin says that he's going after Curley. He tells Lyle that he has difficult decisions to make, and says that Lyle set a mark for other men to aim for. Paladin tells Lyle to shoot him in the back if he's going to shoot, and Lyle hands him the gun.
Paladin goes outside and confronts Curley. Curley throws a saddle at him, and Paladin shoots him. Mortally wounded, Curley says that he spent his life being his own man. Paladin points out that he could have gotten away, and asks if he came back because of Cassandra. Curley admits that Cassandra is his daughter, and asks him to make Lyle keep the money and use it for the girl. Paladin agrees, and Curley says that he was ashamed to admit he was her father. He dies in the snow, and Paladin holsters his gun.