Last Things tells the story of Grace Davitt, an eight-year-old girl who lives with her family in a small lakeside town in Vermont. Her mother, Anna, an ornithologist, once saw a monster in this lake, which she believes is a dinosaur that has somehow escaped extinction. Each morning she photographs the dark water, hoping it will reappear.

To Grace, the monster is more evidence that the world is full of mysterious things most people will never see: from her boy-genius babysitter, she has learned about invisible black holes from which no one can escape. From her mother, she has heard about the hyena men of Africa who devour their wives in their sleep. From The Encyclopedia of the Unexplained, she has learned about children raised by wolves and men who burst suddenly into flames.

It is only Grace's father, Jonathan, a dedicated rationalist, who teaches her that the world is, in fact, well ordered and reasonable - for him, the sole truth is science.

Increasingly, though, Jonathan finds himself shut out by Anna as she draws Grace deeper and deeper into a strange world of myth and obsession. Grace sorts out her conflicting loyalties on a journey that takes her to a boozy and flooded New Orleans, a Dionysian festival in the Nevada desert, a lighthouse-shaped hotel in California, and, finally, back to Vermont.