Just after reopening the seaside orphanage from which she was adopted three decades ago, a young mother (Belén Rueda) discovers her little boy (Roger Princep) to have been abducted, apparently, by one of his own imaginary friends. What follows, though paranormally intense, isn’t scary so much as deeply unnerving: Is she having glimpses of the gloomy old building’s phantasmal history, or just grief-induced hallucinations? Unlike the prefab shock-schlock offered up by Hollywood to teenagers of all ages, director Juan Antonio Bayona’s feature debut, written by Sergio G. Sánchez, avoids cynical gimmickry and condescension. What The Orphanage really has to offer, as manifested particularly in Rueda’s raw, tough and not-at-all-vain performance, is a stylish and devastating sketch of how bereavement can strain and define family dynamics. Bayona makes more than a few nods to thrillers past, but makes the material his own—treating it, and its audience, with maturity and respect.