On Christmas Eve, Alex introduces Fergus and Alfie to the Swedish tradition of Pappa leaving 'to pick up a newspaper' and returning as Santa. Fergus dutifully heads out into the snow… and never returns. The next day news breaks that he wasn't the only Pappa to disappear that night, and before long bodies start showing up. Alex sets out to catch the killer and save Fergus — but, caught up in her determination to save the day, she fails to notice that Alfie knows something he doesn't understand. He knows that the bad lady is watching them.