Betty (Naomi Watts) travels to Hollywood from a small town in Canada to seek her fame and fortune. Soon after she settles into her aunt's (who is going on vacation) apartment, she is surprised to find a stranger, Rita (Laura Harring) taking a shower. Rita's been in an auto accident and has apparently lost her memory. Betty is a resourceful and clever woman, and together they work on solving the mystery of Rita's true identity. But what you see on the surface may be an illusion. Lynch has put together another one of his intellectual / emotional puzzles and presented it to us as a tale of two women who share a strong bond, a Hollywood producer (Justin Theroux) blackmailed by "The Cowboy" (Monty Montgomery), a hit man (Mark Pellegrino), the mysterious Mr. Roque (Michael J. Anderson), a strange blue box, a blue key, a pile of money, and the disturbing "Club Silencio".