The third and most recent installments in the role-playing series, "Shadow Hearts": in the New World takes place in the United States during the Great Depression. The story begins like Johnny Garland, a 16-year-old detective who lost his father, sister and memory in an accident, accepts an investigation to detect a criminal suspect who escaped custody. As the suspect closes, Johnny confesses a supernatural appearance - a giant monster appears from a green light known as a "window" and swallows the killer. It seems that a number of horrible incidents similar to them have affected cities across the country. Johnny's feminine counterpart is the reward hunter, 21 years old, Shania, a native American looking for these mysterious windows, determined to close them through her spiritual powers. Together, they travel to North and South America and joined a colorful character.