Two young religious women are drawn into a game of cat-and-mouse in the house of a strange man.
Two Mormon missionaries, confident Sister Barnes and timid Sister Paxton, arrive at the home of a reclusive Englishman, Mr. Reed. Reed invites them into his home, but the missionaries are hesitant to be alone with Reed. He assures them they are not alone because his wife is preparing a blueberry pie in the back of the house. They enter and begin to discuss religion, with Reed making several uncomfortable comments about the Mormon faith and the nature of belief. When Reed steps out of the room, Barnes realizes that the smell of blueberry pie is from a candle, the front door is locked, and they have no phone signal.
Following Reed, they enter his study, where he proceeds to give a threatening lecture arguing that all religions are adaptations of one another, and claims to have found the one true religion. Reed gives the girls a choice of two doors to go through in order to exit the house, one if they still believe in God, and one if they do not. Barnes rebels, refuting several of his claims, before they both enter the "Belief" door, only to discover both doors lead to the same dungeon.
A decrepit woman appears, eats a poisoned pie, and dies, with Reed claiming that she is a Prophet of God and the pair will witness her resurrection. A Mormon elder arrives looking for the girls but leaves after discovering nothing. The girls unsuccessfully try screaming to get the Elder's attention, and after returning to the dungeon they witness the Prophet rise again and describe the afterlife. Barnes rejects the Prophet's description, noting its similarity to common hallucinations from near-death experiences. When Barnes gives Paxton a signal to attack Reed, he slashes Barnes's throat and claims that she, too, will resurrect.
After Barnes bleeds out, Reed removes a metal object from inside her arm, claiming it is a microchip and it proves that Barnes was not real and the world is a simulation. Paxton, however, recognizes the object as a contraceptive implant, and realizes that everything was carefully orchestrated by Reed; while the girls were distracted by the Elder's arrival, a second woman hid the Prophet's corpse before taking her place and delivering the afterlife description as scripted by Reed, adding an unplanned comment: "It's not real." Reed's killing of Barnes and attempt to convince Paxton of a simulated reality was an improvisation to cover the plan going awry. Paxton discovers an underground chute through which the Prophet's corpse was hidden and climbs down with Reed promising it will show her the "one true religion."
Paxton finds a chamber full of emaciated women in cages, locked with the bike lock she used before entering Reed' house. She realizes Reed's conclusion: that a desire to control others is the root of all religions. Paxton stabs Reed with a letter opener, but Reed stabs her as she tries to escape. As they bleed in the basement, Paxton begins to pray, claiming to a vexed Reed that it is done to show kindness to others rather than to produce material results. Reed prepares to finish her off, but Barnes, who was either still alive or is briefly resurrected to answer Paxton's prayer, kills him with a plank of wood before dying. Paxton climbs out of a window and sees a butterfly land on her hand; she had earlier expressed a desire to be reincarnated as a butterfly that appears on the hands of her loved ones. The butterfly suddenly vanishes, leaving an injured and confused Paxton alone in the snowy landscape
