"Three Extremes" is actually a collection of three short horror movies by three different directors.
In order, they are "Dumplings" directed by Fruit Chan; "Cut" directed by Chan-wook Park; and "Box" directe by Takashi Miike.
In "Dumplings," the secret ingredient of the dumplings is aborted fetuses, which Mei gets from her "day job" as a back-alley abortionist.
In "Cut," the director manages to free himself and kill the deranged extra. However, seemingly in a fit of madness, he strangles his wife as well. The "girl" tied to the couch is actually their son.
Finally, in "Box," Kyoko follows what the note says and travels to the mysterious cabin from her past. There, she is confronted by her father, who is alive but scarred. As he attempts to strangle her, Kyoko wakes up in her bed once again. Apparently, it was all a dream of her tortured psyche. The final image of Kyoko and the young Shoko as conjoined twins is left up to the viewers' interpretation.
Thanks, Brian R!
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Read more about this film at The Internet Movie Database.