The plot resembles some movies and novels of the James Bond series and takes place in the U.S. in an unspecified time period called ingame as "199X". During the introduction sequence, the president and his wife are waving at the crowd next to a limousine at the White House in Washington D.C., while terrorists (some flying in using jetpacks) approach the president and his wife armed and dangerous, and, as soon as the screen goes red and gun sounds are heard, they seem to shoot at both the crowd, the president and the first-lady. they are presumed as dead.
Later, a secret agent working for the American secret service and known only by the name of Sly, is informed that the terrorists that struck at the presidential ceremony were located, identified, did match their rap sheet and are confirmed to actually be C.W.D. (Council for World Domination) members. CWD is a secret underground criminal organization, with terrorist foundations, whlist objective is drugs and weapons dealing, government corruption and their ultimate goal - WORLD CONQUEST. he is assigned by the secret service command with the mission of eliminating these thugs.
Listening to the world's desperate plea for freedom and hoping to protect those he loves most, Sly jumps from a plane towards Washington D.C., and begins his campaign to prevent the terrorists from infiltrating not only the city, but several spots in the U.S., and must also prevent a nuclear missile from launching and striking back the Earth.