Lyla is at the London premiere of her newest film when she is interrupted by the news that her seven-year-old daughter, Fidelity, has gone missing. Returning to her home in New York, she finds her husband, Nolan, speaking with several state police and the FBI. From what they gather, Lyla went missing sometime during school, but there is no evidence pointing to abduction; as it stands, the most probable cause for her disappearance is running away or getting lost, though Lyla loathes the suggestion that Fidelity would've purposefully left. But Nolan reminds her that Lyla also ran away. Just before giving birth to Fidelity, Lyla left her role in a popular teen drama where she starred alongside Nolan. After a year of no contact, she texted Nolan, saying she'd had a baby and it was his. He asked her to return, and upon doing so, the two eloped. Nolan, being raised by hippies and homeopaths, suggests that they see a psychic his bodyguard recommended. They find the psychic, Carl, in a dusty shop, asking them to excuse the mess because he's been gone for nearly a year. When Lyla asks, he informs them that he travels wherever the wind takes him, seeing as he has no friends or family to weigh him down. Getting to business, Carl uses a Fidelity shirt to induce visions, telling them he sees Fidelity alive, a blue train with black eyes, and hears someone calling out 'Lisa.' Neither of them knows a Lisa, and Lyla becomes infuriated by Carl, calling him a quack and storming out.

Interrogating the bodyguard who recommended Carl, Lyla learns that Carl actually s