The main character in Mary Higgins Clark's debut thriller is Nancy Eldredge, a woman residing in Cape Cod with her husband, Raynor (Ray), and their children, Mike and Missy. Nancy was born to David and Priscilla Kiernan. Her father, an airline pilot, passed away from pneumonia when she was young, and her mother, who worked as a receptionist at a psychiatrist's office, died in a car accident while traveling to visit Nancy. During her time at a college in San Francisco, Nancy meets Carl Harmon, one of her professors, whom she later marries. Unfortunately, the marriage is disastrous, as Nancy entered into it for all the wrong reasons. Her mother was on her way to stop the marriage when she died, leading Nancy to feel responsible for her mother's death.

Initially, Carl appears to be the ideal husband, providing Nancy with protection and care. They lead a relatively peaceful life and have two children, Peter and Lisa. However, Carl's protective demeanor gradually turns into obsessive control, making Nancy feel stifled as he treats her like a child. When their children tragically drown, Nancy is accused of their murder, and during the trial, Carl seems to support this suspicion. Although Nancy is acquitted due to insufficient evidence, the police remain convinced of her guilt. Carl, apparently unable to cope with the loss, takes his own life. Overwhelmed by guilt and confusion, Nancy leaves the Bay Area for the East Coast. Years later, she marries Ray, a local realtor on Cape Cod, and begins to rebuild her life. Her newfound normalcy is disrupted when a series of strange events resurrects the unresolved crime from her past. When her new children also vanish and are feared drowned, it seems history is repeating itself, and Nancy once again faces suspicion of murder.

Ray Eldredge, a successful realtor and third-generation Cape Cod resident, employs Dorothy Prentiss, a widow, as his assistant. Other members of the Cape Cod community involved in the story include Jonathan Knowles, a retired New York lawyer writing a book about famous unresolved true crime cases; Jed Collins, the local Chief of the Adams Port Police Department; John Kragopoulos, a Greek restaurateur seeking property in Adams Port for a new restaurant he plans to open with his wife; Bernie Mills, a deputy officer working under Collins; Thurston Givens, a retired realtor on the Cape; and Courtney Parrish, a reclusive newcomer residing in a seventeenth-century sea captain's house that Kragopoulos is considering for his new restaurant.

Two other prominent characters are Dr. Landon Miles, a psychiatrist from Boston and a professor at Harvard Medical School, and Rob Legler, a former student of Carl's. Rob once had a crush on Nancy and testified against her during her trial. For several years, he has been missing as an Army deserter, living in Canada to evade capture and prosecution for being AWOL.

As the narrative of Where Are the Children? progresses, we discover the various connections between these characters. Jonathan Knowles encounters Nancy's case while researching for his book and decides to investigate further. He also develops feelings for the widowed realtor, Dorothy Prentiss. When John Kragopoulos is shown properties by Dorothy, they become suspicious of the enigmatic Courtney Parrish residing in the old house. Dr. Landon Miles, who previously employed Nancy's mother, feels guilt for not aiding Nancy during her mental health struggles as a student and assumes some blame for Priscilla's death. His memories and guilt eventually drive him to Cape Cod to assist Nancy with her current predicament. Additionally, many characters have experienced the loss of children or spouses, forming a community of...