The game takes place in New Mexico, 1881. Many trains have been robbed the last few months by a mysterious and vicious bandit named El Diablo. The railroad company Twinnings & Co has offered $15,000 to the one who can stop El Diablo. Bounty hunter John Cooper accepts the task, despite the objections of bad-tempered and contemptous US Marshal Jackson, but soon learns the mission is not as simple as he first assumed. John intends to create a team of his old partners to aid him on his hunt for the train robbers, consisting of Sam, Doc and Kate. When he discovers that Sanchez is not in fact the leader of the raids, he releases him and enlists his help too. The team of 5 end up increasing by one more when Mia's father is killed at his outpost, and she vows to avenge his death. In a surprising twist, El Diablo is revealed to be Marshal Jackson himself, who captures the characters and jails them in his secret cave headquarters. With the help of Mia, they successfully escape out of their cell...