The question of who Annabelle might be has been very intriguing. While it may seem out there, I think that she might be a baby Kate gave birth to. Why? First looking back at the hunting trip that the Wallis family took in 1993, we see Kate started to form a friendship of sorts with Martin Harris. There have been alot people theorizing that perhaps they were having a mutual relationship...maybe they slept together in a moment of weakness and it resulted in the pregnancy of Annabelle. Furthering this idea, we also know that there was some kind of fight or disagreement between Kate and her mother right before she was kidnapped. Maybe Kate shared her suspicion of being pregnant with her Mom and it led to a fight. Her mom is definitely a woman who cares about status and public image so having a pregnant teenage daughter would definitely cause waves. If Kate took off in anger and went to share the news with Martin...assuming he was the father...that could be what led him to locking her in his basement. It's an out there idea but it could very well be the case. Maybe a partial reason for her change in appearance and attitude upon being rescued could have to do with post-partum depression. I don't know what would have happened to Annabelle when Kate was rescued and Martin was killed, but Kate's family has the wealth to place the baby up for adoption and make sure the mistake of Annabelle is never discovered. It will be interesting to see who she turns out to be!
