The story starts in Berlin, in March 1933, when nine-year-old Anna, the main character in the trilogy, finds out one morning that her father is missing. She and her brother, Max, discover that Papa thinks that Adolf Hitler might win the elections, and has fled to Prague. Because the family is of Jewish heritage, and Papa is also a well-known critic of the Nazis, this is important. If Hitler wins the elections, Mama, Max and Anna will join Papa in Switzerland. If Hitler loses, then Papa will come back home to Berlin. However the parents decide not to wait until after the elections and Mama and the children rushed into Switzerland in alarming secrecy. It is at this time that Anna has to choose which toy she wishes to take with her. She opts to take her new woolly dog, and leave behind her pink rabbit toy, believing she will return to Berlin after a short time. It is from this that the title is derived as she considers that Hitler and the Nazis have "stolen" her toy. In Switzerland, they settle in a gasthof on the shore of Lake Zurich, and the family stay there for six months. Soon, however, Papa thinks that they should move to Paris, and goes there to find out about accommodation. He comes back and wants Mama to come back with him as a prospective buyer. So Max and Anna are left on their own for a little while.