In 1939, an intrepid reporter in New York City makes a connection between the story she's covering-- of famous scientists suddenly disappearing around the world, and a recent attack on the city by giant robots. Determined to find the solution to these happenings, she seeks the help of her ex-boyfriend, the captain of a mercenary legion of pilots. The two are investigating the case when the robots attack the city again, though in a stroke of luck, Sky Captain's right hand man is able to locate their source. They then set off on an adventure in search of the evil mastermind behind these schemes, who is bent on creating a utopia and destroying the current world.