Gun is set in the American Old West, specifically in Arizona, Colorado, Kansas and New Mexico in the year 1880.
This includes cities and badlands with populated environments that stretch from the mountains to the plains of early Dodge City, Kansas.
Colton White and his father Ned are hunting game along the Missouri River.
After Cole saves Ned from a grizzly bear, they board a riverboat to sell the meat.
The riverboat is suddenly attacked by a murderous preacher named Reverend Josiah Reed and his men.
After losing ground to Reed's men, Ned tells Cole to find a prostitute named Jenny in Dodge City.