A man wakes up in a blue room. He's stuck and he can't escape. A window is his only connection to the outer world. It filters the reality in a very mysterious way.

A party is thrown at a haunted mansion, people start to die, and a man who spent a night in the "blue room" disappears.

On the train they encounter a mysterious Englishman heading for the same destination. Suspicious of this individual, they take the room next to his - the titular Blue Room - and a mystery ensues ...