What Happens When the Kids Wander Off Graphic sex and bloody violence are inextricably linked in "Here Comes the Devil," a muddled supernatural thriller that fails to capitalize on either its horrific prologue or eerie location. When a preteen boy and his sister disappear overnight on a barren hillside pocked with forbidding caverns, only to mysteriously reappear the next day, their parents (Francisco Barreiro and Laura Caro) are initially overjoyed. Soon, however, the children's secretive, near-catatonic behavior - and disturbing reports from their psychologist - encourage their mother to investigate. Directing his 10th feature, Adrián García Bogliano (who also wrote the story) builds an uneasily erotic atmosphere from dark legends and a Peeping Tom who lurks outside the gas-station restroom where mother and daughter are handling a menstrual accident. Vaginal blood stains the dunes (the movie was shot in Tijuana and Rosarito, Mexico), and loss of virginity is a central motif; even the children's disappearance is intercut with their parents enjoying a steamy session in the family car. Rattle-and-thump sound effects, along with Ernesto Herrera's stalking camera, give the horror sequences a retro tinge that recalls any number of old-school slashers. But the ominous tone and haunted setting are most reminiscent of Peter Weir's "Picnic at Hanging Rock," a film that drew power from restraint. Had Mr. Bogliano forsworn the gore and focused solely on creeping us out, "Here Comes the Devil" might not have been as lacking in subtlety as its title suggests.