Loretta Oratorio and Mirabelle Graceland are two thieves looking to steal an object of great power: The ARMS. They break into Alcatraz, the floating prison in the sky, and soon meet Dr. Kiel Aronnax, who escapes from imprisonment. The three try to escape, while trying to find the treasure, but instead stumble upon a mysterious ten-year-old boy named Sheyenne Rainstorm!

In hopes of finding his real body, Sheyenne, along with Kiel travel to a famous thieves' bazaar. Meanwhile, Mirabelle and Loretta go to an infamous ARMS collector in an attempt to relieve him of his collection. When their plan fails, the two bandits decide to steal Sheyenne’s weapon to sell it!

Sheyenne, Kiel, and Isaac come across a village plagued by a Sand Dragon who guards a treasure. Sheyenne hears rumors that the treasure being a body, and hoping that it may be his, the trio take on the task of killing the dragon and rescuing Machela, who believes that the dragon is actually her dead fiancee! Will they be able to accomplish their mission? Is the dragon really Machela’s fiancée? And, is the treasure really Sheyenne’s body?

In hopes of finding Sheyenne's missing body yet again, Sheyenne and Kiel travel to the fortress library, Libra, after hearing word of an unidentified, charred body. However, Loretta and Mirabelle have also arrived in the great library in hopes of stealing a book that once belonged to the Evil Race; the valuable Faluna Bible. What the gang doesn’t know is that they have all arrived in the midst of a crisis...

Loretta and Mirabelle attempt to cash in on the inheritance of Rotes, a deceased painter, by boarding a ship to attend the reading of the will and "borrow" a few of his paintings. Sheyenne and Kiel also show up looking for Sheyenne’s real body. As the mysterious life of the painter is revealed, the four will, once again, become part of a huge fiasco