Jared and Jonathan are settling in for a quiet night at the precinct when the phone rings. On the other end is a calm but unsettling voice belonging to a man who calls himself Mobius. The caller gives them a strange demand: watch the 1997 film Lost Highway, directed by David Lynch.

The gumshoes initially brush the call off as a prank from some late-night movie crank. But before hanging up, Möbius casually mentions several secrets from the detectives’ past details no stranger should possibly know. Uneasy but intrigued, the gumshoes decide to humor the mysterious caller and begin examining the film.

As they discuss the movie’s surreal plot and fractured identity themes, strange things begin happening inside the precinct. Phones ring before they’re dialed. The same hallway conversations repeat. Files they just r ...