The SOS Brigade previews their movie of questionable quality. In the movie, Mikuru Asahina stars as a time-travelling waitress from the future who must engage in fights with Yuki Nagato, who is playing as an alien-magician. Mikuru has sworn to protect a young man, played by Itsuki Koizumi, but a love-triangle ensues with both Mikuru and Yuki vying for Itsuki's affections. Kyon is the narrator of the movie, while Haruhi Suzumiya is the director.

Kyon enters high school as a first year student and meets a strange girl by the name of Haruhi Suzumiya. During her class introduction, she states that she has no time for normal humans and asks that any time-travelers, aliens, or espers come out and join her. Interested in her, Kyon becomes the first person to solicit a normal conversation from Haruhi. This leads Haruhi to form the SOS Brigade.

Haruhi starts the SOS Brigade with four members: Kyon, Yuki Nagato, Mikuru Asahina, and herself. Haruhi begins to improve the clubroom's appearance, but still feels that it is missing something — a computer. Going next door to the Computer Society's clubroom, Haruhi manages to obtain a computer through dubious means. She enlists the help of Mikuru to help promote the SOS Brigade by dressing up as a bunny girl and handing out fliers. Later, Yuki invites Kyon to her apartment, where she begins to unveil a secret about Haruhi and herself.

Haruhi has once again become bored. In an effort to alleviate some of this stagnation, Haruhi enters the SOS Brigade into a baseball tournament. Due to a lack of players, Tsuruya, Taniguchi, Kunikida, and Kyon's sister are recruited into the team. However, the team is hopelessly inept, and if they lose, Haruhi might destroy the world. To remedy the situation, Yuki uses her powers to alter the game.

Yuki completes her explanation of the Integrated Data Entity and how it relates to herself and to Haruhi. Furthermore, she discusses Haruhi's powers, and how she could destroy and recreate the world on a whim. Kyon, while simply trying to understand all of what Yuki had told him, is initially skeptical of her story. The SOS Brigade gets a new member — a mysterious transfer student by the name of Itsuki Koizumi. On a day off from school, the SOS Brigade searches the city in groups to try to investigate mysteries, during which Mikuru reveals to Kyon the existence of time-travelers. Kyon later confronts Itsuki and learns of the Agency.

A "distant relative" of Itsuki's allows the SOS Brigade, along with Kyon's sister, to stay at his newly built island villa. On their first day there, they enjoy the island's facilities, but are soon drawn inside by the arrival of a storm. While waiting for the storm to pass, Haruhi and her friends play games in doors and have fun together. Later, the owner of the villa disappears, and everyone starts searching for him. Ultimately, the SOS Brigade members find him dead in his room.

The SOS Brigade's website has been created, but it is composed of little more than the club logo. Coincidentally, the SOS Brigade gets their first case after the website goes up — they are to find the missing Computer Research Society President. Upon going to his apartment, they find that he is not there, and nothing seems too out of the ordinary on the surface. After the Brigade leaves, the members, sans Haruhi, return to the apartment where they find that Haruhi's SOS Brigade logo and a Data Entity are behind the disappearance.

Haruhi and the SOS Brigade attempt to find clues to the villa owner's murder. Yutaka, the owner's younger brother, is initially suspect due to having been seen leaving the island the previous day before the storm hit. Haruhi and Kyon head outside during the storm, but find nothing. While drying off inside a cave, Haruhi comes to a startling conclusion about the murder. They return to the villa and set to devising a plan to solve the mystery.

The skies are overcast with a high chance of rain, and Haruhi instructs Kyon to go pick up a heater. With Kyon gone, Haruhi takes pictures of Mikuru in various costumes for the movie's DVD cover, Itsuki helps how he can, and Yuki is left alone to read. After Kyon returns, he finds only Yuki in the clubroom and decides to wait for the others, but falls asleep. When he awakens, he finds Haruhi alone with him, waiting for him to wake up so they can leave. It has already started raining, so Haruhi borrows an umbrella from school for them to use.

Haruhi is visibly bored and is not her usual energetic self. Ryōko Asakura, the class president, is concerned and asks Kyon to help her. Kyon later finds a mysterious letter in his locker, which directs to come to a classroom, where Ryōko confronts him. Ryōko attempts to kill Kyon, but is stopped by Yuki. Later, Kyon meets Mikuru's older self that had traveled from the future, who reveals a clue essential to his future: Snow White.

Hoping to reclaim the computer Haruhi extorted from the Computer Research Society earlier in the year, the Computer Research Society President challenges the SOS Brigade to a computer game they created for the cultural festival entitled "The Day of Sagittarius III." Haruhi accepts their challenge, but soon finds out that playing the game is much harder than she thought.

On the day of the school's cultural festival, the members of the SOS Brigade are involved in different activities. Mikuru and her class open a fried noodles café, Yuki attempts fortune telling, and Itsuki is in a play. Kyon attempts to enjoy a normal day. Kyon goes to the auditorium, where bands are playing for the audience, and falls asleep. When he awakens, he sees Haruhi walking on stage in a bunny girl costume with a guitar hanging from her shoulders.

Haruhi enlists the help of Kyon to attempt to investigate what happened to Ryoko, as Haruhi believes it strange that she would transfer without notice. After a fruitless search, Haruhi tells Kyon about her earlier years, and how she changed from an ordinary girl into her present state. Later that day, Itsuki tells Kyon his organization's theories about Haruhi, and shows him some of his powers within a sealed reality.

Haruhi becomes frustrated and jealous of Mikuru's friendly relationship with Kyon. One night, Haruhi's power is activated without her knowing. Haruhi and Kyon become trapped in a sealed reality at their school. Before long, a blue giant appears and begins to destroy the school and the surrounding area. As more appear, Kyon and Haruhi evacuate the school. Kyon uses hints, provided by Yuki and Mikuru beforehand, to defuse the situation and escape