The story takes place in a 19th century inspired city, very reminiscent of stories about Sherlock Holmes. While a departure in setting from the previous game in the series, it keeps pretty much the same tone. You play as Owen, a retired policeman that was very well respected on the force back in the day, and wants nothing more than to enjoy his retirement with his daughter, Olivia. Yet the world is full of dangers, and one night Olivia simply disappears, no one truly sure of her whereabouts.
This could be a woman simply wanting to be left alone, specially since she recently went through a difficult breakup, yet that is what makes her situation quite dire; a killer is on the loose, nicknamed the Lonely Hearts Killer, and he targets maidens on her lonesome whose feelings are fragile, taking advantage of this to lure them to unsuspecting places and commit his gruesome act. Now you must team up with your old friend Logan and scour the city in search for you daughter, the truth, and possibly payback.