The quiet suburb of New Salem is being terrorized by a brutal serial killer who abducts and tortures young women, holding them captive for weeks before murdering them. Aubrey Fleming (Lindsay Lohan) (whose clothes, possessions, and room, as well as the killer's gloves and weapons, are all signified in shades of blue), a talented pianist and aspiring writer, appears to be his latest victim when she disappears without a trace during a night out with her friends. As the days tick by, the special FBI Task Force convened to track the killer begins to lose hope of finding her before its too late.
Then, late one night, a driver discovers a young woman by the side of a deserted road, disheveled and critically injured. The girl is rushed to the hospital, where Aubreys distraught parents, Susan (Julia Ormond) and Daniel (Neal McDonough), wait by her side as she slips in and out of consciousness. When she is finally able to speak, she shocks everyone by claiming to be a down-on-her luck stripper named Dakota Moss (whose clothes and possessions are all signified in shades of red to keep confusion from Aubrey at bay) who has never heard of Aubrey Fleming. Convinced Aubrey is suffering from post traumatic stress disorder, her doctors, parents and law enforcement officials can only wait for rest and therapy to restore her memory. But after returning to her parents suburban home, she continues to insist she is not who they think she is, despite bearing bizarre wounds identical to those of the serial killers previous victims.
The FBI agents are further mystified when they search Aubreys computer and discover a short story about a girl with an alter ego named Dakota. When Dakota begins to suspect she may be Aubreys identical twin sister, Susan shows her a video of her pregnancy ultrasound clearly revealing there was only one fetus in her womb. Confused and terrified, Dakota starts seeing visions of a menacing figure slowly butchering his captive. Convinced time is running out both for Aubrey and herself, Dakota confronts Daniel with a shocking truth that leads them on a frantic hunt for the killer.
Aubrey and Dakota are twins, born to Virginia Sue Moss, a crack addict. Moss gave birth to them the same time the Flemings had their own child, who died in the incubator. Daniel Fleming quietly raises one as his own daughter, paying Virginia over the years by mail. Dakota finds the envelopes and attempts to find her parents, when she suffers sympathetic resonance from her twin's wounds, and is found by the highway. It turns out they two are stigmatic twins, with a strange mental connection that lets them share pain, communicate, and even share experiences, which explains some of Aubrey's stories.
After investigating the grave of Aubrey's recently murdered friend, Jennifer Toland, Dakota finds a blue ribbon from a piano competition, with a message from Jennifer's (and Aubrey's) piano teacher; Douglas Norquist (Thomas Tofel). Dakota realizes Norquist, the teacher, murdered Jennifer and abducted Aubrey after they expressed intentions to quit their piano training, taking off their fingers, arm, and a leg in a twisted retribution. Dakota and Daniel confront the killer, Norquist. Daniel dies in the process, but Dakota manages to cut off Norquist's hand and stab Norquist in his gut and neck with one of his own blades. She then finds Aubrey where Norquist buried her alive and frees her. The movie ends with the two lying together on the ground, looking out into the night.