The game's plot takes place in an unspecified (albeit vaguely Eastern European) nation headed by the dictator Orlovsky. The protagonist is a government agent tasked with discovering the whereabouts of a missing scientist named Horselover Frost. He begins his quest in a third-floor room of a luxury hotel (which is in fact the headquarters of the government's intelligence arm). After collecting his belongings in a suitcase, the protagonist takes an elevator ride to the lobby, during which a boy replaces the case with another identical one containing various spy-related paraphernalia. In the lobby, the government's intelligence chief briefs the protagonist on his mission. The protagonist then moves to the central railway station. From this point on all the events of the story take place on trains or at the various stations (which include the national science institute) along the nation's main rail line. The player must engage in scripted conversations with various individuals, each of whom reveals pieces of information that advance the protagonist in his quest.