A year after the events of Band of Thieves, Sly Cooper assembles the gang for one final job: the Cooper Vault on Kaine Island, repository of generations of accumulated Cooper Clan wealth. Before they can get close, Dr. M — the island's owner — intercepts them. Murray and Bentley escape; something grabs Sly. The game flashes back through how the operation came together: Jim McSweeney's tip about the vault, the discovery that M had fortified the entire island, and the subsequent effort to reassemble the specialists needed to get past his security. First stop: Venice, where Murray had been living under the Guru's training, refusing to return to the team until Sly and Bentley help him deal with mob boss Octavio and the tar he had been using to poison the canals. Octavio is taken down. Murray rejoins. The vault is still waiting.