Demon Busters Expeditionary Force: Delta has seen some strange things in their time. So why would a glowing demon and an old Japanese sword give them pause? Well, these things keep showing up in the mist laden valley beyond the village of Turntill, which is also where Demon Busters Expeditionary Force: Alpha went missing. The frightened villagers have no answer except that the once quiet forest is now filled with strange creatures that seem to appear out of the mist, and the last time they saw D.B.E.F. Alpha, they were heading that way.