On a cold winter night, a young woman falls from a train in a remote Appalachian mountain region and the train goes on without her. Even worse than her physical injury is her loss of memory. Who is she? How did she get hurt? Why is she all by herself in the middle of nowhere without even a coat? Is there anyone in her life who will care if she dies? Before losing consciousness, the last thing she is aware of is a disfigured monster and a blue dog. Have they come to rescue her or are they simply imaginary creatures in a nightmare?