- Sly Cooper and the gang must recruit a team of world-class thieves in order to penetrate his family vault of massive wealth and collect his inheritance before an evil genius retrieves it first.
- Sly Cooper and his gang are really to open the Cooper Vault at Kaine Island. While trying to open the Vault, Doctor M and his monster captured Sly. Sly Cooper's life flashed before his eyes, including how he assembled his team. At Venice, Sly and Bentley try to convince Murray to snap out of his Dreamtime to help him defeat Octavio, a mob boss who wants to bring back opera and pollute water with tar. At Australia, Sly and Bentley meet Murray's Guru and they help him defeat the Mask of Dark Earth. Bentley received an online chat from his pen pal at Holland named Penelope. There, Sly and his gang set up a heist to defeat the Black Baron during a biplane competition. The Black Baron turns out to be Penelope wearing a disguise. She joined the team with her remote controls. At China, Sly saw his former enemy Panda King go through a trance. Sly went into his mind thanks to the Guru and made Panda King feel sad. Panda King told Sly that his daughter Jing King was forced into marriage by General Tsao. The gang was able to stop the wedding by having Carmelita show up and stop Tsao. Panda King joined the team because of his demolitions expert. Former Klaww Gang member Dimitri Lousteau told Sly Cooper that his grandfather's diving gear was in the seas of Blood Bath Bay. Dimitri joined the team so he can do diving operations. At the present, Carmelita helped Sly Cooper defeat Dr. M's monster. Sly went inside the Cooper Vault and learned about a laser walk technique from his father. Dr. M showed up and almost defeated Sly Cooper. Carmelita helped Sly and learned that Sly Cooper lost his memory. As they went on a date, Dr. M was crushed by the rubble and Bentley and Penelope kept the vault. As Bentley builds a Time Machine, he learned that Sly Cooper was faking his amnesia to date Carmelita by saying "That sneaky devil!"
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