Lillian is a 21-year-old artists' model who poses under the pseudonym Angelica. Following the recent death of her mother, she faces financial ruin and suddenly finds herself a suspect in her landlord's wife's murder. Using her quick wits and knowledge of art, she talks her way into a job as a private secretary at the Frick mansion to hide from the police.

Veronica is an 18-year-old model from London who travels to New York City for a magazine shoot. Recognizable by her blunt, home-cut bangs, she hopes to earn enough money to support her mother and bring her disabled sister home from a care facility. After getting kicked out of the shoot, she becomes trapped in the mansion during a severe snowstorm.

Joshua is an archivist and intern at the Frick Collection in 1966. A Black man holding an undergraduate degree in art history from Brooklyn College, he is named after the portrait painter Joshua Johnson. He possesses extensive knowledge about the Frick family history and helps Veronica solve a scavenger hunt while they are locked in the mansion.

Helen is the 31-year-old, unmarried daughter of wealthy steel magnate Henry Clay Frick in 1919. She dedicates her time to her family's art collection and dreams of cataloging it into a library, though she faces societal pressure to marry. She is intelligent and hardworking, but her desperate desire for her father's approval often dictates her choices.

Henry Clay Frick is an aging, wealthy steel magnate and avid art collector living in New York City in 1919. He possesses a massive fortune, a complex legacy involving union-busting and the Johnstown Flood, and a commanding presence that oscillates between bullying and kindness. He maintains strict, patriarchal expectations for his family, particularly regarding his daughter's marital status.

Richard is an aspiring medical student who lives in a cluttered Victorian home after losing his parents to the 1918 flu pandemic. He is Henry Clay Frick's chosen suitor for Helen. As he spends time at the mansion participating in a scavenger hunt, he begins to question his planned engagement.

Kitty was Lillian's mother and a former factory worker from an upper-class background. She prioritized Lillian's education in the arts and served as a guiding force in her daughter's early modeling career, even creating the pseudonym Angelica to protect her.

Childs is Henry Clay Frick's son and Helen's brother. He maintains scientific interests that his father strongly dislikes. As the only son, he is traditionally viewed as the family heir, though his relationship with his father and sister is fraught with tension over the family fortune.

Adelaide Frick is the wife of Henry Clay Frick and mother to Helen, Childs, and the late Martha. She is largely withdrawn from household management and daily life, carrying deep, lingering grief over the childhood death of her eldest daughter.

Martha is the late eldest daughter of the Frick family who died as a child from sepsis after swallowing a pin. Her death casts a long shadow over the entire household, profoundly affecting her parents' temperaments and Helen's sense of inadequacy.

Miss Winnie is Mrs. Frick's private secretary and the former nursemaid to the late Martha Frick. She is an older woman who communicates frankly with Lillian despite her reported hearing difficulties. She remains deeply affected by the circumstances of Martha's painful death.

Archer Graham is a musician hired by Henry Clay Frick to play the mansion's organ during meals. He flirts with Lillian and notices the tensions within the Frick household, offering a working-class perspective on the family's eccentricities.

Bertha is Helen's lady's maid at the Frick mansion. She provides Lillian with an initial tour of the home and offers historical background on the Frick family's wealth and status, though she holds her own personal opinions about her employers.

Polly is Veronica's twin sister who was born with developmental differences. She currently lives in a care home in England because her family cannot afford to support her, serving as Veronica's primary motivation for seeking modeling work in New York.

Mr. Watkins is Lillian's landlord in 1919 New York. He attempts to exploit her financial desperation by offering rent forgiveness in exchange for sex. When his wife is murdered, the police find a flirtatious stalling note from Lillian to him, making her a suspect.

Mrs. Watkins is the wife of Lillian's landlord. Her sudden murder initiates the 1919 plot, forcing Lillian to flee her apartment and assume a new position at the Frick mansion to avoid police questioning.

Mrs. Whitney is an art enthusiast and guest at the Fricks' dinner party. She recognizes Lillian as the famous artists' model Angelica, threatening to expose Lillian's scandalous past to her conservative employers.

DeWitt is a private investigator brought in by the Frick family after Henry Clay Frick's death. He interrogates the mansion's staff and focuses his suspicion on Lillian based on her concealed identity.