In 1993, alcoholism advertising executive, Joe Doucett, gets drunk after losing a major account. Before he passes out, he sees a woman with a yellow umbrella. When he wakes, he finds himself locked within a hotel room. His unseen captors provide him with food, alcohol and hygiene items, but do not explain why he is captive. Joe sees a news report that says his ex-wife Donna was raped and murdered and he is the prime suspect, while their infant daughter Mia was adopted.