Like all Jenkins's fiction, Baja Oklahoma has the loosely-constructed plot of romance. Set for the most part in the bar, the action is determined by who walks in or out the door. Nevertheless, there is a clear movement toward the moment at the concert that makes Juanita a star and allows her to leave the bar to seek out new adventures.

This episodic structure allows Jenkins to use his characters as mouthpieces to hold forth on subjects that interest him. The characters, particularly Juanita and Slick, articulate certain values and ways of viewing modern society that are idiosyncratic, profane, clear-sighted and sane — and Jenkins's own.