- A grieving couple struggles to say goodbye.
- Brian and Amy try to cope with the abduction and disappearance of their daughter Tabitha. It seems impossible for either of them to move on, until Brian finds a mysterious being fallen from the sky and left in a dumpster. The couple tend to it and get a rare gift in return.
- In February, angelic creatures rain down from the sky over Newark, New Jersey, in an event that is named "The Fall".
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Brian Cooke is in a Target staring at a shelf with female dolls. He takes it to the register and buys it, and the cashier drops Brian's change. When she stands up after picking up the coins, she discovers that Brian is gone.
Brian walks home past a ballet student for young girls, arrives home, and takes a bottle opener out of a drawer filled with brown markers. He wraps the doll as a present, labels it to Tabitha, and puts it under the family Christmas tree with other presents. Brian sits down in his recliner and watches TV.
That night, Brian's wife Amy comes home, late from work. She realizes that he's been drinking, and says that they can get dinner afterward, and they're leaving in five minutes. Amy leaves the room and Brian looks at an ornament of a ballerina on the Christmas tree. Amy comes back, having changed her clothes, and notices that Brian hasn't put on his shoes so they can go. He says that his stomach is bothering him and he might have eaten something bad. Brian suggests that maybe he should stay home, and Amy agrees. She wishes he would have told her earlier, and points out that Dr. Bird said it would help for them to meet other couples who have lost their children.
Brian points out that the other parents have children who died but they haven't. Amy goes to the counseling meeting alone, and Brian sits back and drinks his beer. Outside, Amy gets in her car and drives off.
Later, Brian meets with a hypnotherapist, Angela. She regresses him back in time to when Tabitha went missing. Brian remembers picking Tabitha up from ballet, and they go to an ice cream shop. Tabitha sees a dog outside and Brian gives her permission to go outside and pet it. He drops his coins and realizes that Tabitha is gone, and he sees a mini-van and manages to recall the license plate number.
After he has written down the number, Brian goes to the police station and is greeted by one of Amy's fellow officers, Clayton. He gives Clayton the number, hoping he can trace the plate. Brian says that it came back to him in therapy, and admits that it was hypnotherapy. He wonders if Tabitha's case is close, and Clayton says that the detective who is working the case, Barnes, hasn't let it go closed.
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Some people wondered if the Angels came to save humanity, and someone wonder if they're Angels at all. While some people wonder if the Angels came to save the world, others wonder if they came to destroy it.
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Amy attends a group therapy session, and the other parents greet her. She says that Tabitha wanted to be a ballerina and was 8, and her husband painted her pink slippers brown with a marker because she wanted brown ones. When she took them out in the snow, the brown would wear off and Brian would paint them over and over. Now Amy wonders what she should do with all the remaining markers. Amy mentions that Tabitha is missing, not dead, and a mother interrupts and wonders if Amy wants Tabitha to be dead. When Amy says that she doesn't, the leader, Tommy, says that's not what she's saying. Amy says that she's done.
After the meeting, Amy goes to her car and Clayton calls her. He tells her that the license plate Brian gave him was a dead-end. Amy has no idea what Clayton is talking about, and Clayton tells her about how Brian got it in hypnotherapy. Once Clayton hangs up, Amy gets in her car and sits. As she starts up the engine, she sees a girl in a ballerina outfit run past, in Amy's rear-view mirror. Thinking that it's Tabitha, Amy gets out and calls her daughter's name. She sees the girl run down the street and chases after her, into an abandoned building.
There's no sign of the girl and Amy looks around, calling to Tabitha. She sees a dummy's head in a discarded old shopping cart, a screwdriver driven into its neck and blood seeping out.
Later at home, Amy sits alone and drinks wine. Brian comes home and checks on the markers, and discovers that they're gone. Amy says that Tabitha is dead, but no one called. Brian asks what Amy means, and Amy says that she just has a feeling that Amy is dead so she got rid of the markers. Amy explains that their daughter is gone and she feels it in the air. Brian insists that it's not true, and tells Amy that she can't give up on Tabitha.
Amy tells Brian not to put it on her, and she sees Tabitha on every corner. Brian insists that Tabitha will come back and she has to know that they never gave up. He refuses to accept that Tabitha is dead and storms off.
Later, Brian makes up Tabitha's bed when a PI, Jim, calls. He says that they identified the license plate as belonging to Bill Decker, and gives Brian Decker's address.
The next day, Amy goes to the station. Clayton tells her that there are no charges against Brian, and neighbors saw him snooping around the address the PI gave him. Decker wasn't in town when Tabitha disappeared, and Clayton figures Brian was looking for someone to blame. An officer escorts Brian out, and Amy tells him that Tommy from the grief group is waiting.
Tommy drives the couple home, and Amy asks Brian what he was thinking. When Brian says that he was at least doing something, Amy says that it isn't Brian's done. He says that the police aren't doing, and Amy tells him to help her understand. Brian tells her that all he was doing was observing, and Amy says that he should be thankful the police didn't charge him with anything. Angry, Brian says that Amy just wants to bury Tabitha and get back to her normal life.
Amy asks what Brian is doing, and says that she's on his side and doesn't blame him for grieving. She tells Brian that she's having an affair with Tommy, and says that he's a good person. Brian wonders if what she's saying is for real, and Amy says that she isn't doing great. She tells Brian that it's the moment where he loses her, and begs him to fight for her and stop her. Brian tells his wife that he can't, because if he does, Amy is dead. Amy sighs and goes to bed.
That night, Brian goes to a diner, and the waitress Toni wakes up. He asks for a drink and says that nothing else is open. She finds her manager's secret stash of tequila and serves it to Brian, and shares a drink with him. Toni asks Brian what's wrong, and she suggests that they have sex. She assures Brian that she's legal, and he points out his wedding ring.
Toni pours Brian more drink and asks why he's drinking alone if he's married. She says that she recently had an epiphany when she heard a baby in the diner crying a week ago. Toni went out to get some fresh air, and saw a dealer watching her. She went over to the dealer and he offered her "Angel Dust", made from the blood of Angels. Toni bought two pills of Angel Dust from the dealer and took them with her back to the diner. The drug heightened her senses, but she had visions of farm animals and her daughter Jack.
In the restroom, Toni threw up, and her eyes bled black afterward. Toni tells Brian that the drug showed her that she's a monster. Brian says that he's a monster as well, and Toni talks about how she goes to group for parents of her children. She admits that she left her child, drove away as far as she could get, and tells stories about her child like she's dead, because it makes Toni feel better.
Brian asks where Jack is now, and Toni laughs and says that she doesn't know and couldn't get back if she wanted to because she "unfit". He says that she could still try, and Tony tells him that she doesn't want to. Brian says that he'd go back, and Toni tells him that he's not her and it's his turn to tell a story. He describes Tabitha and her ballet, and promises that he would watch her. Brian watched her every class so she'd be brave enough to go inside, but one time they got ice create and he didn't watch her... and someone took Tabitha.
Toni toasts both of them as the "worst people in the world", and Brian shares in the toast. She puts a song on the jukebox and dances, and Brian drunkenly joins her. They dance together, and the jukebox stops. Toni runs over to the register to get money for it and drops some coins, and Brian hears the sound and leaves. Toni comes back and discovers that he's gone.
As Brian walks home, he catches a glimpse of a young ballerina who looks like Tabitha. He goes after her, yelling her name, and finds a marker on the sidewalk. He follows a trail of discarded markers to a nearby dumpster. Opening it, Brian finds an Angel inside. The Angel is bleeding from an incision in its chest.
Brian takes the Angel home and Amy has him put it on Tabitha's bed. She examines the incision, and tells it that everything will be okay. Brian wonders if they should call Clayton, and Amy says that the police will just take "her" away. Amy wonders why the Angels came there, and Brian doesn't know. She figures that the Angel is there for them.
Storm clouds gather overhead, and the Angel sleep into the next day. Amy and Brian sleep on the floor next to the bed, and the Angel wakes up, making an unearthly noise. It wakes up Brian and Amy, dabs its finger in its incision, and offers the blood first to Amy. Amy takes some of the blood and then Brian, and the couple look at each other.
The couple hallucinate, and Brian wonders realizes that he can't go five years without Tabitha. Amy tells him that they can still be a family, and Brian wonders what it will be like without their daughter. He asks his wife to tell him what to do, and Amy tells him to take the Christmas tree down because it smells like death. She pulls it down and kicks over the presents.
Brian and Amy sit on the floor, Brian crying and beating himself up over the fact he lost Tabitha and it was his fault. They come out of their hallucinations, and Brian asks Amy if Tommy was good. He asks where they did it, and Amy laughs. Brian storms out and goes to the community center where the grief group meets.
Tommy is talking to the parents, and Brian comes in and punches Tommy. He yells "Sorry!" as he goes, returns home, and tells Amy where he went. She asks if his hand hurt where he punched Tommy, and they both laugh as they remember the movie they went to 20 years ago. Amy says that they were friends but it was different, and binds his hand.
Brian tells Amy that he's loved her from the start, and they kiss. They undress each other and make love, while the Angel comes downstairs and watches them, unnoticed. She slits her throat with one nail, and the blood sprays out over the couple.
The couple hallucinate entering an empty auditorium, covered in blood, and sit down to watch Tabitha perform her ballet. As they watch, smiling, Brian and Amy smile as the Angel mends their broken hearts and gives them a chance to say goodbye to Tabitha.
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