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Ann Lake arrives in London from America to join her brother, Steven, a journalist. She hurriedly enrolls her illegitimate, 4-year-old child, Bunny, in a nursery school and sees only the waiting room and the school cook. When Ann returns to the school to collect Bunny, the child is missing--none of the staff has seen her, and the cook has walked out on her job. Police Inspector Newhouse is called in and attempts to put some clues together. He finds that he is not quite sure that Bunny even exists. Steven seems more concerned about Ann's mind than about the child; nobody at the school has ever heard of Bunny; all of Bunny's possessions that Ann claims were in the new house are missing; and Ann once had an imaginary playmate named Bunny. Nearly in shock, Ann finds a repair stub for one of Bunny's dolls that leads her to a doll repair shop. Before she can take the evidence to the police, she is knocked unconscious by Steven, who steals the doll and burns it. Ann is taken to a hospital, but she escapes in time to see Steven take Bunny, drugged, from his car trunk. He is about to strangle her when Ann diverts his attention and suggests to him moments from their childhood when he, possessive of his sister, tried to destroy her imaginary playmate. She keeps Steven occupied with children's games until the police, at last aware of the truth, arrive to take him away.