A naked girl wearing a metal helmet escapes from a facility and slaughters a few people along the way.  She gets shot by a 50 cal and falls into the ocean.  Later, Kouta and Yuka, cousins that have just reunited, are walking on the beach when they see a naked girl with small horns on her head who can say nothing more than Nyuu.  They take her in and name her Nyuu.  Later, after a misunderstanding when Nyuu breaks a seashell memento of Houta's, an upset Nyuu heads into the rainy night.  At the facility, Kurama gets Bando to head up a team to track and kill the escapee named Lucy, otherwise known as Nyuu.