The year is 1907. The 20th century is still young. This is a world that experienced a 19th century very different from our own. A world of innumerable steam-powered Engines. The unnaturally rapid development of this steam civilization filled the air with smog, robbing humanity of the blue skies they'd once known. There is one place in particular where the sky is darker than anywhere else: the ruins of the Engine city New York, perpetually shrouded in grey clouds and polluted rain. Five years ago, a mysterious disaster known as the "Great Disappearance" reduced this entire metropolis to a deserted, crumbling wasteland. Sealed off from the world by the United States government, it stands in utter silence. Not a single soul now walks its streets. But today, a woman named Elysia quietly sets foot inside it - guided by a singular purpose. Her destination: old Manhattan, said to be the epicenter of the catastrophe. Unbeknownst to her... There is a place said to be the city's "Underground." This is an enormous subterranean realm, permeated with a dim purple light. No one on the surface world knows of its existence. In this place, the Skyscrapers that crumbled five years ago still stand tall; but their forms are warped and twisted. "Underground New York" is a place of black and violet shadows. A prison with no exit. And beneath its unnatural "sky," the men and women who vanished five years ago still exist... Cowering in fear of the seven monsters known as the "Messengers." Suffering terror, agony, and death at the hands of the "Messengers." They linger on in this twisted underground city, as if waiting for something. A girl named Lily sets foot in this place, her mind devoid of memories. There is only one thing she's certain of. She doesn't have a reason. She doesn't know who or what awaits her. She doesn't even know why she feels this way. But even so, she's absolutely certain. "Manhattan. The ends of the violet sky." "I have to go there. I'm the only one who can." ─The girl sets off for the tower of violet shadow looming far in the distance. ─With every step, she finds the shades of those yet to fade away. ─She isn't aware of the tears she sheds.