Tulsa Police Department Sergeant Jonathan Thorpe finds his wife and young daughter slain in their home. Frustrated by the department's failure to solve the crime, Thorpe conducts his own covert investigation. As Cold Blue opens, a brutal interrogation leads to a shocking revelation that requires Thorpe to mete out a very personal form of justice. A lone man against a rogue group, Thorpe sets off a controversy that brings the FBI into the midst of the city's police department. And the FBI's beautiful Ambretta Collins seems to have zeroed in on him as the prime suspect. Still, Thorpe fights on. But is he really alone?