In 1980, a married woman has illicit sex with a lover while her adolescent son waits in a car outside; their lovemaking is disturbed when they think somebody is looking at them from outside the window, which turns out to have been only a tall snowman. Twenty-four years later, Norwegian detective Harry Hole investigates a string of murders of women around Oslo. His FBI training leads him to search for links between the cases, and he finds two of them—each victim is a married mother and a snowman appears at every murder scene.

Looking through cold cases, Hole realises that he is tracking Norway's first known serial killer. Most of the victims vanished after the first snowfall of winter, and snowmen were found near each scene. Further digging leads Hole and his team, including newcomer Katrine Bratt, to suspect that paternity issues with the children of the victims may be a motive for the murders. They discover that all of the victims' children have different fathers from the men they believe to be their father. Following DNA testing, results lead the investigation down a few wrong turns and several suspects are eliminated from the inquiry.

Within a short time, Hole and Bratt are romantically drawn together, although Hole doesn't pursue her overture. Hole sees her as a kindred spirit and a brilliant, dedicated detective in her own right. However, suspicion falls on Bratt herself being the "Snowman", after she attempts to frame one of the prime suspects. Hole chases her across Norway and catches up with her at a previously discovered murder site. She is apprehended and committed to a psychiatric unit. Hole's superiors, concerned that Bratt's arrest for the murders she reportedly committed will damage their reputation, suggest putting Hole forward as a scapegoat for the press. Harry's superior Gunnar Hagen, unhappy with the decision to punish Hole unjustly, intervenes and offers himself as scapegoat in Harry's stead.

When another victim is discovered, Hole realises that the Snowman is still at large. Due to a random thought triggered by a chance comment, he makes a vital connection that ultimately leads him to the identity of the true perpetrator. His success in finally apprehending the killer obviates any need for a scapegoat, and Bratt, following further mental stability checks, returns to her post in Bergen.

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