The Messengers

The film starts with a terrified mother and her young son. As she packs a suitcase, she hears something coming towards the door and makes her son hide under the bed. The door bursts open and an unseen force throws the mother against the wall, killing her. The son flees and runs into his terrified sister. The boy hides under a table, but his sister is caught and pushed over the banister of the stairs, then dragged down to the cellar. The boy hides but is eventually found by the attacker.
Five years later, the Solomon family from Chicago moves into the house, near a small town in North Dakota. The father, Roy (Dylan McDermott), is hoping to start a sunflower farm. The teenage daughter, Jessica, called Jess, (Kristen Stewart), is upset about moving away from her friends. Some time ago, Jess had driven drunk with her younger brother, Ben, a toddler at the time. She crashed the car, seriously injuring Ben. He recovered from his injuries, but does not speak. Jess's mistake has caused a rift in the family, as her father and her mother, Denise (Penelope Ann Miller), have a hard time trusting her and they are broke now as they spent all their money for Ben's treatment.
Roy believes moving to the farm will help heal the family, but ominous events begin to occur. The house always has ravens flying around it. Some even attack Roy; but they're driven off by a drifter named John Burwell (John Corbett), whom Roy hires to work on the farm. Ben sees ghosts of the mother and the children, though they do not seem to frighten him. Jess is also aware of their presence but is unable to see them until they try to drag her down to the cellar. She calls 9-1-1 after the sister-ghost attacks her; but the police consider it a false alarm, having found nothing. Roy and Denise do not believe her either, and tensions arise between them and Jess. Ben witnessed the attack on Jess; but, still a toddler and mute, he is unable to confirm her story. Only Bobby, a boy from town whom Jess befriends, supports her.
Jess and Ben have more encounters with the ghosts haunting the house. Because her parents don't believe her, Jess becomes determined to prove her claim, and goes into a truck with Bobby to help. She discovers more about the Rollins family, the house's previous owners. According to the locals, the Rollins lived in the house, but left suddenly five years ago. But she believes that they didn't move, and that something terrible happened to them. While at a local store, Jess sees a newspaper clipping of the family, with the father revealed to be none other than John Burwell, who has always been kind to her. As it turns out, John is actually John Rollins, the man who, in a fit of madness, murdered his entire family, shown in the beginning of the film. Shocked, Jess rushes back to the house with Bobby to warn her family before it is too late.
Back at home, Denise sees the mother's ghost coming out of the wall with the blood stain, which she tried many times to wipe off but kept coming. Realizing Jess had been right, she becomes determined to leave. John is viciously attacked by the crows, and his mental state becomes unbalanced. He believes Denise is his wife Mary, trying to leave him the same way the actual Mary had 5 years before. He attacks Denise, but she grabs Ben and hides in the cellar. Bobby and Jess arrive, but John knocks Bobby out with a pitchfork. Jess runs into the cellar and finds Denise and Ben. Denise apologizes to Jess for not believing her, and said that she saw one of the ghosts. John looks for them, believing that Jess is his daughter Lindsay, and Ben is his son Michael. Roy arrives but is stabbed by John. When John asks Jess, still thinking that she's Lindsay, that they're still family, the ghosts of John's slain family arise from endless bubbling mud. Jess ducks the pitchfork and kicks John into the mud, saying that her family isn't his, and the ghosts vengefully pull him down to join them. Jess, feeling it's safe, goes to check on her family, but John's hand rises from the mud and grabs Jess's foot, trying to pulling her down with him. However, Jess's parents work together to save their daughter and John is sucked in forever.
Thanks to Bobby, Officer Drew and paramedics arrive shortly after the attack. As Roy is loaded into the ambulance, he too apologizes to Jess. At the end, things have returned to normal. The ravens no longer attack, the ghosts stop appearing, and Ben starts talking again. The family is happy once more.

Question: Where do the ghosts drag Jesse?
Answer: Cellar