The game takes place in 1881. Many trains have been robbed the last few months by a mysterious and vicious bandit known as El Diablo. The railroad company Twinnings & Co has offered $15,000 to the one who can stop El Diablo. Bounty hunter John Cooper accepts the task, despite the objections of the bad-tempered and contemptuous US Marshal Jackson. However, he soon learns that the mission is not as simple as he thinks.

Cooper gathers a team of his old partners to aid him on his quest, consisting of explosives fanatic Sam Williams; Doc McCoy, a physician, safecracker, and sniper; and seductive gambler Kate O’Hara. His group successfully captures the notorious bandit leader Pablo Sanchez; but as they attempt to deliver him to the authorities, they run into (and thwart) an ambush set by El Diablo’s bandits. This and Sanchez’s explanations that El Diablo has an informant at Twinnings lets Cooper conclude that Smith, the company’s co-director who hired him, is the snitch. Smith is assassinated before Cooper can get some answers, and chased by Jackson’s posse for murder, he frees Sanchez from prison and enlists his help. Mia Yung, a young Chinese girl, also joins the team after Jackson’s men kill her father at his outpost, vowing to avenge his death.

El Diablo finally turns out to be Marshal Jackson himself, who captures the group and imprisons them in his secret headquarters in a cave. They escape with the help of Mia’s pet monkey, Mr. Leone. Cooper chases El Diablo up to his office and kills him in the subsequent gunfight.