Where's My Wife? is the story of Rocky Stone, a former captain of the Texas Rangers, who begin writing very successful dime novels. His wife, Latesha Stone, is the daughter of Henry Hudson IV, one of the wealthiest men in America. Rocky and Latesha met in New York after being introduced by one of Latesha's friends. They were married and moved to Boonville, Missouri, where their home sat on a high bluff overlooking the Missouri River. Watching the traffic on the river below was one of their great joys in life.

They would sometimes make trips on riverboats to New Orleans so Latesha could buy some new dresses. Once, they boarded The Pride of St. Louis riverboat to return home to Boonville, while Latesha was busy straightening up their cabin, the ship's captain asked Rocky to have a drink with him. After having a drink and a conversation with the captain, Rocky returned to their cabin and found the door unlocked and Latesha gone. Rocky thought she must have needed something for their room and went to get it and would return shortly.

Rocky fell asleep, and later, when he awoke, Latesha hadn't returned to their cabin, so he went looking for her since they were to meet the captain for dinner. He couldn't find her. The riverboat was then searched from the top to bottom, but she was nowhere on the ship! Soon, they found out that three other passengers were missing. No one could understand how four people got off the ship without anyone seeing them leave. They were just gone. It made no sense. Rocky shouted, "Where's my Wife?" Rocky's quest in life now was to find his wife.