Jennifer Pailey (Joanna Going) is bringing her younger sister, Lisa Pailey (Rose McGowan), home with her for a visit, to the little town of Snowfield, Colorado, where she is the M.D. She's been concerned for her sister's welfare, living in Los Angeles with their alcoholic mother, getting involved with shady characters. Snowfield, a former mining town turned tourist destination, offers fresh air, quiet, fewer hoodlums to associate with, and hopefully, an opportunity for Lisa to sort out what she wants to do with her life.
The town is very quiet indeed on this late fall afternoon. It's the off-season for tourists, but they also see none of the 400 year-round residents. They drive up to Jenny's residence/office, hoping that Hilda, Jenny's housekeeper (Judith Drake), has made good on her promise of apple pie for dinner. Instead, they find her dead in the kitchen, a terrible look of fear on her face, every inch of visible skin bruised and blackened. The phone is also dead...and creaking noises upstairs suggest an intruder may still be present, so they decide to go quickly to the deputy sheriff's office.
Oddly, Jenny's Jeep won't start. Neither, it seems, will any other vehicle in town. Nightfall is coming on, so they hurry to the deputy's office on foot. Deputy Henderson (Larry Odien) is also dead, the condition of his body like Hilda's. But there is a further mystery here... he had drawn his gun and fired multiple rounds. As a professional law enforcement officer, presumeably he would hit what he was shooting at...yet there is no sign of another body or a blood trail. Jenny gets a shotgun from the deputy's gun rack, loads it (with help from Lisa) and they head for the bakery. If they're likely to find anyone, Jenny tells Lisa, it will be there: the owners, Jacob and Anna, also live in the rooms above the bakery and they're always there. The front door is locked. They hear sounds and see shadows that indicate they are being followed. They run down the alley and go in through the back door. They are greeted by the grisly sight of two severed hands lying on a workbench, still grasping a rolling pin. The timer on the oven starts to buzz loudly... Jenny opens it warily: there are only some cake layers baking. They are momentarily relieved--until Jacob's and Anna's severed heads fall down onto the cakes!
Huddled together, they make their way toward the front of the bakery. Night has fallen and it's very dark. The phone rings... Jenny answers, but there is no human voice on the line, just an eerie, muttering whisper. They turn to leave again...only to be blocked by three men holding flashlights and guns. Deputy Henderson had been on the phone with headquarters when the line went dead. Sheriff Bryce Hammond (Ben Affleck) and two deputies, Steve Shanning (Nicky Katt) and Stu Wargle (Liev Shreiber) have come to investigate.