The mystery surrounding Anna Grieve and her mentally fragile older sister, Esther, begins in Russia in the 1880s. The persecution of Jews has become so vicious that the girls' mother decides to send her children to Winnipeg with her wealthy employers. Her intention is to join them, but the sisters never see their parents again. Frightened and cut adrift, each girl reacts differently to her new family in North America. Esther's beauty and glamorous lifestyle hide the fact that she is losing herself to mental illness brought on by a trauma during her childhood in Russia. Anna does not understand the depth of her sister's torment, and spends her life torn between taking care of her and escaping her. As soon as she can, Anna leaves for New York and makes a new life as a women's rights activist with an illegal contraceptive business in Manhattan. When Anna receives the unexpected news of Esther's apparent suicide on If Day in Winnipeg - the day a simulated Nazi attack took place to raise money for war bonds - she returns to the city to face the possibility that If Day and Esther's early trauma are inexorably linked to her death.