Lilja lives in poverty and dreams of a better life. Her mother moves to the United States and abandons her to her aunt, who neglects her. Lilja hangs out with her friends, Natasha and Volodya, who is suicidal. Desperate for money, she starts working as a prostitute, and later meets Andrei. He offers her a good job in Sweden, but when Lilja arrives her life quickly enters a downward spiral.

Jacob, a farm boy from Denmark, joins U.N. Brigade's peacekeeping force in Bosnia, where he witnesses refugees trying to escape their war-torn villages. There, Jacob is befriended by Sergeant Holt, a cynical soldier.