The Missing (2003)

Maggie (Cate Blanchett) is a plainswoman raising her daughters in the desolate wilderness of New Mexico. When her daughter Lily (Evan Rachel Wood, Across the Universe) is snatched by a dark-hooded phantom with shape-shifting powers, Maggie's long-estranged father (Tommy Lee Jones) appears suddenly, offering help. Though stunned by his return, Maggie knows she must swallow both hurt and pride if she is ever to see Lily again. Unaware of the frightening events that lurk in the distance, father and daughter set out to track down the fiend that took Lily. But lying in wait is horror so unspeakable it will change them forever!