Annie and Baxter, the adult children of the controversial husband and wife conceptual performance art couple famous for their quirky macabre public performances, have never got over the fact that their parents kept using them during their childhood in their often gory and disturbing satirical public performances. They often clash with their now elderly parents over this and blame them for their problems in their adult life. However, the two become worried when they’re told by the police that their parents have gone missing during their trip outside of town. The brother considers the possibility that something horrible might have happened to them, but the sister is convinced that it’s just another one of their stupid games or twisted conceptual performances. She convinces him that they should go and look for them themselves.
Nicole Kidman’s father Antony Kidman visited her on set in New York. However, tragically, his visit was the last time they saw each other, before he passed away in September 2014. In a scheduling coincidence, the film held its world premiere on September 14th, 2015, exactly the date on which he passed away the year earlier.