Gone Baby Gone takes place in the poorer neighborhoods of Boston, mainly Dorchester, where it's also filmed. The story itself revolves around the case of a missing four year old girl, Amanda McCready (Madeline O'Brian). Amanda's aunt Bea (Amy Madigan) hires the private detectives Patrick Kenzie (Casey Affleck) and Angie Gennaro (Michelle Monaghan) to help with the investigation on the assumption that because Patrick is at home in the neighborhood he can get more information than the police.
The Boston police take missing children cases seriously, mostly because of the personal history of the police chief Jack Doyle (Morgan Freeman), who has lost a child himself, so there is already a full media circus when the Patrick and Angie get involved. The police chief assigns detectives Remy Bressant (Ed Harris) and Nick Poole (John Ashton) to the case and they have a good report with the private detectives. It turns out that the girl's mother, Helene McCready (Amy Ryan) is involved in drug running, and a user herself, and not the most suitable mother, which seems to have something to do with Amanda's abduction.
The whole investigation crawls through the underbelly of the working class neighborhood with its petty, and not so petty, criminals, some of which are old friends of Patrick's. It takes a sharp turn for the worse when a ransom is suggested by the drug dealer Cheese (Edi Gathegi) who is everyone's prime suspect. There is an exchange at a quarry that winds up looking like Amanda simply ran off a cliff and was drowned. Patrick can't stop worrying at the case, though, there are too many things that don't add up.
The story is complex, but not confusing, multi-layered and rich. It's got an undeniable feeling of authenticity which is certainly due to some extent to the fact that Affleck has chosen authentic locations and cast a lot of non-professional local extras that sort of make you go “where did he find these people?”. It gives the street scenes and the occasional interiors of bars and clubs a flavor of overall gritty reality that makes the story hit all the harder.