The Captured Bird is a darkly poetic fable that begins with a little girl drawing figures of people with chalk on the cement of a playground. She takes notice of an unusual crack in the pavement that is seeping a mysterious black fluid, which she follows to an ominous mansion. Inside, she encounters several bizarre phenomena, including walls that bleed black and tentacles that emerge from the ceiling to touch her. She then witnesses the birth of five terrifying supernatural beings that threaten the existence of her world.