A clear understanding of community response to government decisions is crucial for policy makers and health officials during the COVID-19 pandemic. In this study, we document the determinants of implementation and compliance with stay-at-home orders in the USA, focusing on trust and social capital. Using cell phone data measuring changes in non-essential trips and average distance traveled, we find that mobility decreases significantly more in high-trust counties than in low-trust counties after the stay-at-home orders are implemented, with larger effects for more stringent orders. We also provide evidence that the estimated effect on post-order compliance is especially large for confidence in the press and governmental institutions, and relatively smaller for confidence in medicine and in science.