In 2023, the paths of three young women briefly converged at Lost Kids of Asia, an underground cultural event in Tokyo. At the time, Shigemi had been living in Japan for seven years, Chzaza was about to leave the country, and Chiyokoo was visiting Japan for the first time.

Over the next three years, the camera continues to follow their lives. Shigemi returns to Shanghai and opens a Showa-era-inspired bar, finding new ways to maintain her connection with Japan. Chzaza moves to London, where she studies music, forms bands, and begins to imagine building a life there. Chiyokoo returns to Shanghai, shifting her priorities as she navigates between her creative work and the need to make a living.

Once drawn to similar cultural worlds and ways of life, the three women gradually take different paths. Through their diverging lives, NO ONE TO FOLLOW explores how dreams of elsewhere take shape in the everyday decisions of how to live.