Conway, a truck driver, works as a delivery man for an antique shop owned by a woman named Lysette. Being hired to make a delivery to 5 Dogwood Drive, Conway travels the roads of Kentucky to locate the address, accompanied by his dog, whose name is chosen by the player. After searching around, Conway elaborates that he is lost and stops off by an old, pitch-black gas station, "Equus Oils".
Act I
Conway arrives in the Equus Oils station and meets an old man named Joseph, who is the owner of the establishment. Joseph informs Conway that the only way to arrive at Dogwood Drive is by taking the mysterious Route Zero, and then tasks him to fix the circuit breaker to restore power in the station and use the computer to locate directions. Conway goes underneath the station and meets three people who are playing a strange game and ignore him completely. He is able to retrieve their lost 20-sided die but soon notices their disappearance afterwards, clearing a way to fix the electricity. When asking Joseph about the strange people who disappeared, he suggests Conway may have been hallucinating. Conway uses the computer to locate the directions of the Márquez Farm to talk to Weaver Márquez, who has a better understanding of the roads. As Conway leaves, Joseph tells him that he loaded a TV into the back of the truck to take to Weaver. Conway drives to the Márquez residence and meets Weaver. Weaver quizzically asks Conway a number of questions and Conway finally asks her about directions to Route Zero. She has Conway set up the TV and when Conway looks into the screen, he sees the vision of a strange farm and spaces out. When he wakes, Weaver informs him of her cousin Shannon who fixes TVs and gives him the directions to Route Zero, and suddenly disappears.
When arriving at the destination, Conway finds the area to actually be an abandoned mine shaft called Elkhorn Mine. He locates Shannon Márquez, who has been exploring the mines in search of something she has lost. Conway decides to help Shannon travel deeper into the mine, and begins toying with a PA system to test the depth and length of the tunnels. Unfortunately, the sound waves cause a portion of the mine to collapse. Conway injures his leg from falling rubble, and Shannon uses a track to help them travel through the mine. While exploring the mine, Shannon reveals the mine's tragic history, involving the deaths of many miners due to flooding. If the lamplight is turned off during the travel, ghostly visions of miners can be seen wandering the caves. Before exiting the mines, Shannon leaves Conway and travels a bit farther down the mine shaft, and comes across a heap of miner helmets. She comes back quickly without explaining anything. Conway and Shannon travel to Shannon's workshop, and then back to the Márquez Farm, where Shannon reveals that the Márquez family's debts had caused Weaver to flee. As Shannon attempts to fix the old TV, Conway looks in again. This time the picture of the farm begins to warp and separate, causing the screen to create an image of the opening to Route Zero and the truck driving down it, ending Act I.
Act II
Act II opens with a prelude in which Lula Chamberlain, an installation artist whose work is featured in the Kentucky Route Zero bonus content Limits & Demonstrations, receives a rejection notice from the Gaston Trust for Imagined Architecture. After reading this notice, Chamberlain sorts through a series of proposals for reclaiming spaces for purposes alternate to their current function, such as a proposal to reclaim a basketball court as a dog kennel.
Following the prelude, the focus returns to Conway, Shannon, and Conway's dog. The three arrive at a six-story building known as the Bureau of Reclaimed Spaces. In the lobby they are told that in order to receive directions to Dogwood Drive they must first obtain an ingestion notice from within the Bureau. The receptionist suggests they seek out Lula Chamberlain, currently the Bureau's senior clerk. After a series of bureaucratic misdirections, the three manage to meet with Lula. She informs them that the directions to Dogwood Drive are at an off-site storage facility within an old church. Additionally she suggests Conway should seek out Doctor Truman for treatment of his injured leg. At the storage facility Conway chats about hobbies with the caretaker of the building and listens to a prerecorded sermon on the virtue of hard work while Shannon finds the record they are seeking. As they leave the building Conway collapses from his injury, hallucinating about Elkhorn Mine, and Shannon decides their first priority should be to find Doctor Truman and obtain treatment.
Upon their return, the receptionist at the Bureau tells the group that Doctor Truman can be found at his house off the highway. The group leaves Route Zero and goes back above ground in search of Doctor Truman. Arriving at the site, the group discovers that the doctor's house has been torn down and replaced with a museum—the Museum of Dwellings. While searching the museum, they encounter a young boy named Ezra, who claims his brother is Julian, a giant eagle. Ezra tells them the Doctor now lives in the Forest, and offers to fly them using Julian. The group accepts and after traveling through the strange illusory forest, lands in the woods. As Conway's condition worsens, Shannon helps him continue, and finally locates Doctor Truman's house. Doctor Truman tells Conway his injury is severe but treatable, and prescribes him an anesthetic called Neurypnol TM. Act II ends as Conway succumbs to the drug, causing his vision to grow black and the walls of the house to pull away to reveal the forest beyond.
Act III
The Act opens with Conway dreaming of a previous conversation he had with Lysette. The two recall a tragic event involving Charlie, Lysette's son, and Lysette informs Conway of a new delivery to be made, which will be the last delivery of Lysette's antique shop. Conway awakens from the Neurypnol TM-induced sleep at Doctor Truman's house to find his injured leg replaced with a strange skeletal limb giving off a yellow glow. After returning to the Museum of Dwellings to find it closed for the night, Conway, Shannon and Ezra resume their search for Lula Chamberlain in Conway's truck. The three are quickly stopped again, however, after the truck's engine breaks down. While Shannon calls for a tow truck, two musicians, Johnny and Junebug, pass the group on a motorcycle with a sidecar, and after some discussion decide to help the group get the truck moving again in exchange for following them to the Lower Depths bar to watch their performance. The group agrees, traveling to the Lower Depths and talking with Harry, the bartender, who gives directions back to Route Zero. After their performance, Johnny and Junebug decide to accompany Conway, Shannon and Ezra on their travels.