January, Ikebukuro. It's the same as usual; Mikado, Masaomi, and Anri have started their third term at Raira Academy, Simon is handing out flyers for Russia Sushi in the street, and Shizuo is throwing vending machines. At the movie theater on Sunshine 60 Dori, the New Year holiday movie "Bodyguard Case 2: Salaryman Ninja Guy," staring Hanejima Yuuhei and Hijiribe Ruri, is showing. Due to its popularity, more and more people have started to carry attaché cases similar to the one used in the movie. Meanwhile, Celty is busy running around answering requests for delivery of said attaché cases. And then a sandstorm "mist" starts to repeatedly envelope Ikebukuro, making it so that people cannot even see what's in front of them. It is in these sudden, localized "mists" that an opportunistic thief appears, targeting the attaché cases…

Based off of the PSP game of the same name.