The feature is beautifully played by the unknown Elizabeth Olsen as Martha, who has escaped from a violent, sex-obsessed, Charles Manson-like cult in the Catskills, New York State (where she is known as Marcy May) to a lakeshore house in Connecticut to rejoin her sister Lucy (Sarah Paulson) and brother-in-law (Hugh Dancy). But we only discover the backstory in flashbacks or dream sequences, which are not necessarily reliable.
All Martha has told her sister is that she has been with a boyfriend, and nothing else, although it appears that for two years she has been in a sinister cult, that she has been raped by the leader (played by John Hawkes), been taught to use a gun under very disturbing circumstances, and has witnessed an act of apparently gratuitous murder of an outsider by a cult member. And although she says nothing about her experiences, it is clear from her bizarre behavior – from the relatively innocuous skinny-dipping in the public lake, through joining her sister and brother-in-law while they're having sex, to kicking her brother-in-law down the stairs for no reason – that she is a deeply disturbed person.
The movie tantalizingly reveals Martha's story bit by bit, but in the end there are probably not enough bits to make a whole. It grips, but then lets go a little too soon.