Missing opens with a nostalgic camcorder video from 2008. On it are the joyful moments of June Allen and her father, James, on a family trip. James experiences a nosebleed but dismisses it as insignificant. However, the video abruptly ends as Grace, June's mother, reviews and edits the footage. Tragically, we learn that James has a brain tumor, prompting an outpouring of condolences from friends and acquaintances. Seeking a fresh start, June and Grace relocate from Texas to Van Nuys, California.

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In the present day, June and Grace's relationship is not good. It consists of nagging and criticism from Grace, as June percieves. Grace is dating Kevin Lin, and the couple plans a getaway to Colombia. Kevin tries to engage June in discussions about their upcoming trip, but June remains disinterested.

On the expected day of Grace and Kevin's return, June waits at the airport in vain as they fail to appear. Contacting the hotel, June learns that two unidentified Americans left without their belongings when Grace and Kevin were supposed to depart. Seeking help, June turns to GoNinja and encounters Javier Ramos, who cannot access the security footage but gathers information suggesting Kevin's presence at a hardware store. Simultaneously, Heather connects June with FBI Agent Elijah Park to assist in locating Grace.

Through their resourcefulness, June and Veena access Kevin's emails, uncovering blocked messages from various women using aliases. Agent Park discloses Kevin's recent release from prison as a conman, cautioning that any illegally obtained evidence would be inadmissible in court. Further inquiry uncovers Kevin's association with Rachel Page, alias "bunnicakes," raising concerns as her coworkers report her absence for the past two weeks.

Javi updates June on discovering the hardware store where Kevin purchased a lock. June's investigation uncovers Kevin's visit to a bridge adorned with lovers' locks and a connection to an isolated house. Contacting Jimmy, June learns that Kevin sought redemption for his past crimes. Delving into Kevin's dating apps, June uncovers his initial encounter with Grace through these platforms. Grace alludes to a hidden secret from her past, which she confides in Kevin.

Agent Park presents June with footage of Grace and Kevin after their visit to the bridge, where it appears Grace accepted Kevin's marriage proposal. Their abduction by masked individuals triggers a nationwide search. The revelation that the pictures sent by Kevin were of Rachel, not Grace, leads to Rachel's arrest and subsequent release on bail as a cooperating witness. The staged nature of the kidnapping confirms suspicions, although Grace remains under investigation as all possibilities are explored.

Worried about her mother, June confides in Javi about Grace's multiple identities and a sealed court case, casting doubt on her innocence. Javi opens up about his strained relationship with his son. Encouraged by June, Javi considers reaching out to his son for reconciliation.

June uncovers an encrypted messaging app in Kevin's emails, raising suspicions about Heather's involvement in her mother's disappearance. She discovers Heather's lifeless body, and news of the murder coincides with reports of Kevin's sighting at the border. June communicates with Kevin, leading to a deadly confrontation in Colombia. Overwhelmed, June accesses Grace's emails, revealing a threatening message and hidden cameras in her childhood home.

In a shocking twist, Jimmy turns out to be June's father, James, who accuses Grace of deceit and kidnaps June. Flashbacks unveil James's abusive behavior and Grace's efforts to protect them. James conspired with Kevin, aided by Heather, to make Grace disappear. June and Grace manage a temporary escape but are pursued by James. June seeks Javi's help but loses connection. In a showdown, Grace mortally wounds James, and June uses Siri to call for help. They are rescued and receive medical care. June, Grace, and Javi maintain their connection, and June expresses her love for her mother in a heartfelt FaceTime conversation.