In Pennsylvania, Keller Dover, his wife Grace, son Ralph, and daughter Anna celebrate Thanksgiving with their friends Franklin and Nancy Birch, and their daughters Eliza and Joy. The four children go for a walk, and Anna and Joy play on a parked RV. After dinner, the two go missing. Detective Loki responds to a police call that an RV matching the description is at the edge of the woods, and arrests the man inside, Alex Jones.
During interrogation, Loki realizes Alex's diminished IQ prevents him from planning a kidnapping and learns that his RV contains no forensic evidence of the missing girls. Loki runs down leads on local pedophiles and finds a corpse in the house of Father Patrick Dunn. Dunn admits to killing the man after he confessed to murdering 16 children for his "war on God".
The police captain releases Alex to his aunt, Holly. Convinced of Alex's guilt, Keller assaults him outside the police station, where Alex whispers to him, "they didn't cry until I left them". When Loki deems this new information inconclusive, Keller kidnaps Alex, and begins to torture him in an empty apartment building Keller owns.
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 Keller houses. Grace hears him and calls Loki, who learns while responding that Keller spends his nights away from home. He tails Keller to the apartment building, where Keller claims he goes to drink, but Loki doesn’t find Alex. Loki tracks down 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 discovers Taylor was abducted as a child. As Taylor scribbles detailed maze drawings while in police custody, Loki assaults him and demands the location of the missing girls. Taylor grabs an officer's gun and kills himself. The Birch parents and Keller view photos of the bloody clothes and identify several as Joy's and Anna's. At Taylor's house, Loki learns that many of the clothes are store-bought and soaked with pig blood.
Keller tortures Alex, who cryptically talks about escaping from a maze. Keller visits Holly, learning that Alex's speech disability comes from a childhood accident involving the snakes her husband kept as pets. While devoutly religious, 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 worn by the corpse in Dunn's house. Joy is found alive and hospitalized. When Keller grills her for information, she tells him, "you were there". He rushes out. Loki gives chase and travels to Keller's apartment building expecting to find him, but instead finds Alex.
Keller goes to Holly’s, telling her, "I don’t want to have to hurt you", but she pulls a gun. She explains that before her husband disappeared, 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, Taylor their second. Holly imprisons Keller in a hidden pit in her yard, where he finds his daughter’s whistle.
Loki enters Holly’s house to inform her Alex has been found. Seeing a photo of the late husband wearing the same maze necklace as the corpse in Dunn's basement, he searches for Holly, who is giving Anna an injection. Loki and Holly exchange gunfire, leaving Holly dead and Loki injured. Loki takes Anna to the hospital.
A recuperating Anna and Joy visit a bandaged Loki in his hospital room to thank him. Sometime later, Loki returns to Holly's house, where he faintly hears a whistle blowing.
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