The Spiral.

In what appears to be an inexplicable incident, a man drives up to a resort hotel in midwinter, throws away his car keys, enters, and proceeds to agitate everyone he meets with his urgency -- a message he is somehow unable to communicate. Then he leaves, disappearing in the snow. Later, the people he appeared to have upset have gathered to search for him and find him frostbitten, but alive. Visiting him at the sanatorium to which he has been taken, they gradually discover what was really happening.