It is the 1940's in New York. On the second day of the Chinese New Year, someone is kidnapping and killing the members of Chinatown's most powerful family. All succumb to the same strange cause of death. In charge of the case is the eponymous Lt. Nathan Grimm. While following an anonymous tip, he is warned of a phenomenon that he "cannot possibly comprehend." Eventually he begins to suspect that the ancient curse of Shao Fang is more than just a myth.