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When Coraline calls the police to report that her parents are missing, the officer who answers thinks that she's just a crazy kid who woke up from a nightmare. The cop doesn't help much, but he does make Coraline realize two important things: first, she will have to rescue her parents on her own. No one is going to help her. Second, Coraline won't be able to tell anyone what happened in the other world; if she does, people will just think she's crazy or silly. There's no way around it: Coraline is in this on her own.