It's about a 16 year old girl who lives in a run-down city somewhere in Russia. She thinks she's moving to America with her mother and her mother's boyfriend, but it turns out they leave her there to fend for herself. There she befriends a homeless boy named Volodja. His alcoholic father kicked him out of their flat, so he's on his own as well.
She then has to resort to prostitution to get money. Then she meets a boy her age named Andrej, and they decide to move to Sweden together for a better life.
Volodja, who is devestated by his loss of his only hope, commits suicide.
But it turns out that Andrej works for a pimp, and he gets girls from poor cities to force into sex slavery.
So Lilja is forced to have sex with men for money, though she doesn't keep any of it. If she's not working, she's locked up in an empty flat with no food.
Then Volodja's ghost helps Lilja escape, but then she realizes she will never have a good life, so she jumps off an overpass and kills herself.
Then the last scene is her and Volodja as angels playing basketball on a rooftop, because basketball is Volodja's favourite thing to do.