Bunny Lake Is Missing

Ann Lake has recently settled in England with her daughter, Bunny. When she goes to retrieve her daughter after the girl's first day at school, no one has any record of Bunny having been registered. When even the police can find no trace that the girl ever existed, they wonder if the child was only a fantasy of Ann's. When Ann's brother backs up the police's suspicions, she appears to be a mentally-disturbed individual. Are they right?