After living among the Lakota people, Jacob decides to take his wife and daughter Margaret Light Shines back to Wheelerton, Virginia. Jacob's family gives Thunder Heart Woman a much colder reception than her family gave him. After living in Wheelerton for a time, Jacob decides to take his family (now including a young son Abraham High Wolf) back west.
This time, Jacob's brother Jethro (Skeet Ulrich) decides to come along. They are also accompanied by Jacob's three young female cousins Leah Wheeler (Emily Holmes), Rachel Wheeler (Jessica Capshaw), and Naomi Wheeler (Keri Russell). The three girls have been unlucky in love and are lured by the tales of excitement out west.
Meanwhile, Thunder Heart Woman's two brothers, Dog Star and Running Fox argue over whether or not to adopt white technology. The disagreement comes to a boil and the two agree to part ways, splitting the tribe.
After working their way west for several years, the Wheeler clan arrives at Concord, Missouri. Jacob, now with a second son Jacob Junior High Cloud, wants to go west to California or the Oregon country, but Thunder Heart Woman and some of the others wish to remain in Missouri. Jacob eventually convinces the others to go to California and they join a wagon train lead by Stephen Hoxie (Beau Bridges) who is a better salesman than a leader. Among the other settlers is a German immigrant preacher named Hobbes (Derek de Lint), a free black family fleeing racial prejudice, and several former mountain men.
The wagon train passage is filled with dangers: Leah Wheeler is thrown from the wagon during the crossing of a river and drowns, and the young son of the black pioneers is killed by stampeding cattle during a thunder storm. But life also continues: Rachel and Naomi take husbands from among the wagon trail guides. Later, while traversing a pass, a wagon breaks free, knocks Rachel down and runs over her leg, causing a severe compound fracture. The leg eventually becomes infected and must be amputated. Preacher Hobbes is the closest thing to a doctor available, but he clumsily works thought the operation and Rachel dies.
Cholera breaks out, killing the wife of the black pioneer. Those exposed, including Jacob, Thunder Heart Woman, the children, and Jethro must stay behind under quarantine while the main body of the wagon train carries on. Naomi and her husband, who have not been exposed, go on with the others. Jethro is afflicted with symptoms of cholera but recovers, and no new outbreaks occur after Jacob orders that all drinking water be boiled. They rush to catch up with the main body, but find that the others have been attacked by Cheyenne warriors, and everyone expect Naomi has been killed.
Naomi has been taken into captivity and sold to Cheyenne chief Prairie Fire (Jay Tavare) who takes her as his wife. The thought of a forced marriage to an Indian is repulsive to Naomi, who has always considered them as barely human savages. She chants nursery rhymes, which put off his amorous advances. In time, she begins to see Prairie Fire in a different light and she grows to become happy in her new life. She eventually gives birth to a son, whom he names One Horn Bull.
Jacob returns to the rest of the wagons, and they are soon attacked. The Indians are fought off, but an arrow is shot through Jacob's chest, and he begs to be left behind to die. After the rest of the party leaves, Jacob prepares himself to die, but is rescued by a hunting party led by Running Fox, that stumble across him half-dead. After recovering his strength, Jacob spends several years in the mountains. Haunted by the faces of the children he sent on with his wife and brother, Jacob eventually tries to find them in California. He searches for his family but cannot find them, and eventually gives them up for dead.
The Mexican-American War erupts and Jacob joins John C. Frémont's militia to fight the Mexican Army. During a supply stop in one of the settlements, he sees his wife at a distance but before he can go over to greet her, he sees her and his brother Jethro embrace and kiss. They also have a new child, Cornflower. Dejected that his wife and brother have become romantically involved but not wanting to disrupt their happiness, he decides to leave without making his presence known. Before he goes, he gives the wooden medicine wheel necklace to his young son who does not realize this man is his father.
Meanwhile, Dog Star and Running Fox are still estranged. The other tribes that have been trading with the whites for rifles, particularly the Crow, have grown stronger and the Lakota are now at a disadvantage. Seeking guidance, Dog Star visits the stone medicine wheel, where he meets Loved by the Buffalo. Loved by the Buffalo tells his brother that his lifetime quest is to preserve the traditional ways. The whites at the forts refuse to trade pistols to the Lakota, instead giving them whiskey, and drunkenness soon becomes a problem. Loved by the Buffalo also appears to his brother Running Fox in a vision. Running Fox and Dog Star eventually reconcile and agree to no longer trade for white goods.
Thunder Heart Woman finds the wooden medicine wheel necklace and realizes that her husband is still alive. She feels that it is best not to go after him, but their daughter Margaret Light Shines Wheeler (Elizabeth Sage) is determined to find him.