Anne is a stay-at-home mother and contemporary abstract art dealer living in upstate New York. She experiences severe postpartum depression and struggles to form a maternal bond with her six-month-old daughter. To manage her daily anxiety and feelings of inadequacy, she increasingly relies on prescription medication and alcohol. She carries heavy trauma from witnessing her father's sudden death when she was four, which periodically triggers dissociative blackouts during moments of extreme stress.

Marco runs a fledgling software development company that borders on bankruptcy. He relies entirely on financial assistance from his wealthy in-laws, who openly disdain his working-class background. He presents himself to the outside world as a confident, supportive husband and a doting father. When the police investigation begins, he takes the initiative to handle press statements and shield his wife from the media.

Cynthia is the Contis' wealthy, physically striking neighbor who works as a photographer. She openly dislikes infants and actively dismisses the sacrifices of motherhood in front of Anne. She is highly observant of the people around her and manipulates social situations for her own entertainment. She uses her physical allure to assert dominance over others and maintain control in her neighborhood circle.

Richard is Anne's wealthy, highly aggressive stepfather. He treats the crisis of his missing granddaughter like a corporate negotiation, immediately guaranteeing any necessary ransom funds to fix the problem. He holds a deep, poorly concealed contempt for Marco's blue-collar background and continuous business failures.

Rasbach is the lead police investigator assigned to the kidnapping case. He approaches the distraught parents with a nonjudgmental but highly analytical demeanor. He immediately notices inconsistencies at the crime scene, such as loosened security lights and a lack of forced entry, leading him to heavily scrutinize the family's financial records and personal histories.

Graham is Cynthia's husband who shares a wall with the Conti household. He enables and participates in his wife's manipulative behavior. He actively operates hidden surveillance equipment on his property to secretly record her interactions with other men for their private gratification.

Alice is Anne's mother, a woman defined by her old-money background and proper social exterior. She maintains an icy facade during the investigation and heavily favors her daughter while remaining openly hostile toward Marco's presence in their family.

Cora is Anne and Marco's six-month-old daughter. She is described as a fussy infant who struggles with feeding and sleeping. Her sudden disappearance from her nursery drives the central conflict of the narrative.

Bruce is an approachable stranger who strikes up a conversation with Marco at a bar. He listens sympathetically as Marco drunkenly airs his grievances about his failing software business and his difficult relationship with his wealthy in-laws.