Plot
In the fictional city of Conyers, Pennsylvania, the Dover and Birch families celebrate Thanksgiving together. After dinner, girls Anna Dover and Joy Birch go missing after playing on a parked RV. Detective Loki responds to a police call about an RV matching the description and arrests the man inside, Alex Jones. During interrogation, Loki realizes Alex's diminished IQ prevents him from planning a kidnapping and his RV contains no forensic evidence. Loki runs down leads on local sex offenders and finds a corpse in the house of priest Patrick Dunn. Dunn admits to killing him after the man confessed to murdering 16 children for his "war on God".
The police release Alex to his aunt, Holly. Convinced of Alex's guilt, Keller Dover, the father of Anna, assaults him outside the police station, where Alex whispers to him, "They didn't cry 'til I left them." After Loki finds no proof of this, Keller kidnaps Alex and takes him to an empty building Keller owns. With the reluctant help of Joy's father, Franklin Birch, Keller begins to torture Alex for information about their daughters. Franklin, on the verge of releasing Alex, is convinced not to by his wife Nancy, but the pair decide not to stop Keller or alert the police. Loki starts investigating cases of missing children in Conyers which ultimately leads him to visiting a lady whose child went missing even before Loki's time.
At a vigil for the girls, Loki approaches a suspicious man who flees. Loki releases a sketch of him to the community. The suspect sneaks into the Birch and Dover houses. Grace, Keller's wife, hears him and calls Loki. He tails Keller to the empty building, where Keller claims he goes to drink, but Loki does not find Alex. Loki arrests the suspect, Bob Taylor, at his house. The walls are covered in maze drawings and Loki opens crates filled with snakes and bloody children's clothes. Loki shows Keller and the Birch parents photos of the bloody clothes, and they identify several as Joy's and Anna's. As Taylor draws detailed mazes, Loki assaults him, demanding the location of the girls. Taylor grabs an officer's gun and kills himself.
Keller continues torturing Alex, who cryptically talks about a maze. Keller visits Alex's aunt Holly, learning that Alex's stuttering stems from a childhood accident involving snakes her husband kept. Holly and her husband lost their faith after their son died of cancer, and adopted Alex as a way to cope. Loki matches the maze pattern in Taylor's drawings to a necklace depicting a maze worn by the corpse in Dunn's house. At Taylor's house, Loki is informed that most of the bloody clothes are store-bought and soaked with pig blood. Below a window outside the Dover house, Loki finds Taylor's footprints and a sock matching Anna's.
The drugged Anna and Joy attempt to escape, but only Joy succeeds and is hospitalized. Joy remembers little, but when questioned by Keller, tells him, "You were there." He immediately rushes out. Loki gives chase and arrives at Keller's building, finding Alex. Keller goes to Holly's to find Anna and Holly pulls a gun. She explains that before the disappearance of her husband (implied to be the corpse in Dunn's basement), they abducted children as part of their war on God to avenge their son's death, and to create demons out of the traumatized parents. Alex was their first abduction, and Taylor was their second. Holly imprisons the wounded Keller in a hidden pit in her yard, where he finds his daughter's whistle.
Loki enters Holly's house and finds a photo of her late husband wearing the maze necklace. Realizing that Holly is the kidnapper, he finds her giving Anna an injection. In a shootout, Loki kills Holly but is grazed in the head. He rushes Anna to the hospital while fighting unconsciousness. The next morning, a recuperating Anna and Joy visit Loki in his hospital room to thank him. Later, Loki wanders the crime scene at Holly's house, when he faintly hears a whistle blowing.
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