After rescuing his master, Rias Gremory, from the Dimensional Gap, Red Dragon Emperor and aspiring Harem King Issei Hyoudou can finally return to his high school activities alongside fellow members of the Occult Research Club: Yuuto Kiba, Asia Argento, Xenovia Quarta, and Irina Shidou. The group soon embarks on a school trip to Kyoto. While peacefully visiting a temple thanks to Rias' spell, an attacking group of local youkai breaks the calm atmosphere. Once the altercation ends, the club learns that the mythical nine-tailed fox that protected the city was abducted and that someone has framed them for the act. Issei and his friends will now have to fight to protect the city and save their school trip from a planned disaster! In the meantime, Rias, who had to stay in Tokyo with Akeno Himejima and Koneko Toujou, grows increasingly restless to have left the perverted Issei alone with the other girls of the Occult Research Club. Beyond this vague anxiety, what is the exact nature of the feelings Rias has been struggling with for the past few months?

Rika Furude and her group of friends live in the small mountain village of Hinamizawa; in June 1983, they welcome transfer student Keiichi Maebara into their ranks, making him the only boy in their group. After school, they have fun playing games and spending each day living their lives to the fullest. Despite this seemingly normal routine, Keiichi begins noticing strange behavior from his friends, who seem to be hiding the town's dark secrets from him. Elsewhere, a certain person watches these increasingly unsettling events unfold and remembers all the times that this, and other similar stories, have played out. Using that knowledge, this person decides to fix these broken worlds. However, when certain variables change, the individual is faced with a horrifying realization: they have no idea what to expect or how to stop the impending tragedy.

Rika Furude and Satoko Houjou are best friends who have lived in the small village of Hinamizawa for their entire lives. Alongside their other friends, they spend every day together, and every moment is filled with fun and laughter. However, as Rika and Satoko begin to grow older, a life-changing opportunity presents itself to both of them. Rika is determined to follow her dreams and wants Satoko by her side. Although Satoko is hesitant, she decides to walk this path with Rika. However, the realization of her dream forms a rift between them. This leaves the girls living in completely different worlds, with Rika enjoying her new life and making new friends while Satoko grows more and more isolated. Longing to return to the nostalgic days in Hinamizawa, Satoko despairs and wishes things could be changed. Just when she is at wits' end, an encounter with a supernatural entity changes Satoko's perception and imparts new revelations about her best friend Rika. This begins her journey to get the future she desires—by any means necessary.

With a cartload of fur pelts in tow, traveling merchant Kraft Lawrence stops by the village of Pasloe. According to local folklore, centuries ago, one of the villagers made a promise with the wolf deity Holo, who swore to bless Pasloe with bountiful harvests of wheat. Yet, as time passed, such stories became little more than relics of the past. After quickly finishing his business in the village, Lawrence sets out to his next destination. His journey, however, takes an unexpected turn when he discovers a nude, animal-eared girl sleeping among his pelts. Even more surprisingly, the youthful-looking woman claims to be Holo—the wolf of legend. Holo wishes to return to her hometown in the north, and though their first encounter is rocky, she convinces Lawrence to accompany her on her travels. In return, she vows to earn her keep, using her quick wits and lifetime of experience to help her newfound companion in his dealings. As they continue their journey, Lawrence and Holo take advantage of whatever economic opportunities they come across, often landing in situations that put both their business skills and their relationship to the test.