Ed Saxon (Jeff Daniels), a college professor, wakes up to find his wife has not returned home. He takes some mysterious pills, then calls one of his wife's friends, Susie (Molly Price), confusedly asking whether he should be worried. Susie suggests that he call the local hospital, but they have no record of his wife being admitted. After further consulting Susie, he decides to call the police. When Detective Derm (Gil Bellows) arrives, Derm takes pills similar to Saxon's. They check her workplace and listen to some messages on the answering machine. George Simian (Julian McMahon) has left a message, inquiring about his wife, and Derm remarks that her abandoned car was found near Simian's house. Saxon also has to deal with the college, annoyed that he didn't show up to teach his class, which leads one of his students, Sadie (Emily Bergl), to also leave a message.
Saxon suffers a series of hallucinations and blackouts, advancing time quickly. In short time, he receives increasingly irritated calls from work, which he blows off; an abusive phone call from George Simian, followed by a physical altercation; and a visit by Sadie, concerned about his unexplained absences. Saxon declines to tell Sadie about his missing wife, instead telling her that his wife is visiting her mother. Sadie collapses in the bathroom, bloodying her nose, and complains of having heard a woman scream. Saxon explains that the neighbors, who fight often, can sometimes be heard from his house, and he gives her a change of clothes. After she leaves, Derm returns, wanting to search the house for clues. Sadie's bloody shirt is discovered by Derm, who seems satisfied with Saxon's explanation. Derm also finds a diary, which Saxon didn't know his wife kept. In it, Saxon's wife expresses mixed emotions for her husband, including pity, contempt, and fear. Despite his promise to give the diary to Derm, Saxon burns the diary.
Geoffrey Costas (Zach Grenier), a psychiatrist who leads a victim support group, visits Saxon, offering him comfort. Saxon initially declines, before soliciting stronger medication, to fight off long-term insomnia. Despite the strong medication, Saxon does not seem to fall asleep, though he suffers more blackouts and apparent hallucinations. Sadie returns to his house, concerned that he has missed more classes, but Susie interrupts them. Saxon angrily brushes aside Susie's concerns and explains that Sadie is just a student. After he gets rid of Susie, Sadie expresses her feelings of loneliness and isolation, as well as admiration for Saxon's poetry. This leads to an abortive tryst, which Saxon abruptly calls off. Humiliated and confused, Sadie leaves.
Derm calls Saxon to reveal that they've discovered his wife's body. Depressed, Saxon welcomes the chance to talk to Costas again. They discuss how traumatic events can lead to inappropriate guilt, and Costas convinces Saxon to allow him to speak to the police, on his behalf. However, the police reveal that they have not discovered the wife's body, after all, leading both Costas and Derm to suspect Saxon. Saxon has further hallucinations, leading him to suspect himself, as well. Simian, who had been arrested previously for assaulting Saxon, returns to Saxon's house again, enraged and seeking to kill Saxon. Saxon instead kills Simian, and, consumed with guilt, swallows every pill that he can find. Derm, arriving at the house afterward, kneels down, in front of Saxon, while Saxon denies killing anyone. The bathtub then overflows with blood, and Saxon sees his wife playing the piano.

Question: Where does Saxon tell Sadie his wife is?
Answer: Visiting her mother.