The book also differs from the majority of hardboiled books of the era in that the plot is nonlinear, being told back to front, with additional flash-back scenes that reveal the characters' back story and histories. From the start we know that Robert killed Gloria and the plot reveals why.
Further, the flashback scenes show Robert witnessing the shooting of the family's pet horse and how that affected him, his hopes and dreams of becoming a great film director, and the failure he feels in just hanging on and accepting bit parts. There's also Gloria’s life with the lecherous uncle, her despair in trying to make it as a single girl at the height of the depression and why she tried to kill herself in Dallas before coming to Hollywood to become a movie star.Hardly classic hardboiled.
All of this reveals why Gloria, from the start has a fatal outlook for her future, and maybe everyone’s future. From the start, Gloria tells Robert that she wishes she were dead, a point she repeats in most of their conversations. She also feels she has had to resort to unsavory acts, one of which will come out later in the dance contest, just to survive. One hundred and forty four couples start the contest. Robert and Gloria, like most of the contestants, are young, jobless, and drawn as much by the free food as by the $1,000 prize money (raised to the ‘princely sum of $1,500 in the movie).
As the book begins, Robert is advised to beg for mercy from the court. The story of his relationship with the Gloria is then intercut after every few chapters with short excerpts from the judge's sentencing. The excerpts of the judge's words are written in larger and larger type until the last page of the book concludes with the words written in small print: "And may God have mercy on your soul".
They Shoot Horses, Don't They? has long been considered, along with The Grapes of Wrath as one of the most convincing — and heartbreaking— fictional portraits of America during the Great Depression. It is a stunning portrait of poverty and powerlessness during the Great Depression. As the dance goes on, into the second and third week, the crowds grow larger and the media come out, as perversely hoped for by the contestants, to cover and sensationalize the contest.