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.