WARNING! CONTAINS SPOILERS!
The dead body of a 17-year-old girl, called Laura Palmer, is found on a beach, in the apparently peaceful town of Twin Peaks. An FBI agent called Dale Cooper is brought in to investigate.
A complex investigation eventually reveals that Laura was killed by her father, Leland Palmer, while he was possessed by an evil spirit, BOB.
Cooper decides to stay in Twin Peaks and to buy a house there, but the trouble begins again, when his former colleague, Windom Earle, comes to town, apparently seeking revenge. (Several years ago, Cooper had an affair with Earle's wife.) They play a twisted game of chess in which every time a piece is taken, Earle kills an innocent person.
But, Earle really wants to enter the Black Lodge, the place where BOB comes from, which is in another world or dimension. A cave painting contains clues on how to enter the Black Lodge. Earle kidnaps Cooper's girlfriend, Annie, and takes her to a circle of trees in the forest. The circle of trees is a portal to the Black Lodge, which they enter.
Cooper follows. After a bizarre and frightening series of encounters, BOB takes Earle's soul and tells Cooper he can leave. But as Cooper tries to leave, he is chased by his own Doppelganger, who eventually catches him and leaves instead of Cooper. Cooper and Annie appear in the circle of trees. Back at his hotel room, Cooper looks in the mirror and BOB looks back. He is possessed by BOB.