Cellars tells the story of Dale and Eliza, a married couple who move into a rented property. On the day they move in, they find a cellar door which they cannot open. Dale begins a dangerous obsession with finding out what is behind the door. As the mystery of the cellar consumes him, he fails to notice his wife moving down a dangerous path of her own.
Mazy opens the door to find two policeman outside her house. They have come to tell her that her 26 year old daughter, Daisy, has committed suicide. Unable to accept what has happened to her daughter, Mazy begins her own investigation. She discovers a life that she never knew her daughter had.