The game is based on the comedy TV show Yoshimoto no Shinkigeki, which in its turn is based on a theatrical comedy show popular in Osaka and its surroundings. The game stars characters that either look like the actors from the TV show and/or resemble characters played by them.
The show consists of short episodes which are depictions of comical situations, and are not related to each other story-wise. Same can be applied to the game: there is no real story, just a stretch of hilarious and intentionally impossible situations the protagonists find themselves in.
The setting is deliberately nonsensical, with the locations ranging from typical Japanese suburbs to ancient Japan, town in the American Old West, North Pole, etc. Scenarios are full of anachronisms: for example, one of the protagonists is sent in a space rocket to outer space from a desert near an Old West town, bumps into a planet, and falls back without taking any damage.