Filmmaker Liz Garbus and screenwriter Michael Werwie collaborate to explore how the systems that are set in place to protect people often neglect the ones most vulnerable in Lost Girls. Garbus and Wewie base their feature narrative on true events documented in Robert Kolker's book, Lost Girls: An Unsolved American Mystery. Knowing that much of the mystery of this case still remains open to this day, Garbus and Werwie take a different twist in Lost Girls to walk through the survival process of those family members left behind from a heartbreaking tragedy.
Mari Gilbert (Any Ryan) has three daughters who grow up fast and independent as they must deal with a mother who suffers from mental illness and not always able to make the best life choices for herself or her girls. The oldest daughter, Shannon Gilbert (Sarah Wisser), no longer living at home goes mysteriously missing. Mari reports Shannon as a missing person but there is little action taken by authorities because they often ignore those involved in the escort business. Over time with no trace of Shannon, Gilbert is scared for her daughter. Mari loves and cares for her girls intensely but is haunted by the fact that she has failed as a mother at protecting her oldest from possible harm or danger.
Mari feels that the police are not doing enough with the leads given. Her intense hounding of law enforcement in charge of Shannon's case hasn't fulfilled Mari's expectations, so she starts her own investigation that allows her younger girls, Sherre Gilbert (Thomasin McKenzie) and Sarra Gilbert (Oona Laurence) to get involved to form a united front to find Shannon. The tragedy affects the whole family to the extent that Sherre and Sarra also suffer from mental illness and become lost girls in a different way.
In the meantime, the detectives covering the case under the direction of Commissioner Richard Dormer (Gabriel Byrne) are doing their due diligence just not fast enough for Mari to see results. The slow methodical way of Dormer's detective work has not found Shannon but in the process of looking for her, the authorities uncover a string of deceased female bodies on Gilgo Beach on Long Island's South Shore shocking local residents as well as the larger New York community. Discovered were the bodies of several female sex workers from an unsolved murder case on the South Shore barrier islands of Long Island. The murders were thought to have been committed by the Long Island serial killer---still at large.
At this time, Shannon has not been found but Mari does the right thing to embrace the families of the victims found to lend them her support of the closure to their missing loved one. This encourages Mari to not give up looking for Shannon and her tenacity pushes authorities to keep searching.