A child who's slightly socially inept is set little tasks by his Dad to make him more social. After his Dad is killed after the 9/11 attack on the twin towers, he discovers something that leads him to suspect that his Dad has given him one more task, so off he goes to investigate.
If the set up isn't depressing (I think I identified with the kid far too much (as I have a similar tendency to state the bloody obvious, only to have people wondering "do he really say that?"), the people he meets on his travels (and their experiences) will have you wanting to slit your wrists by the end of the movie. It's really depressing.