Ai and Yu, after reading their parent's research and after their parents' disappearance, they decided to go on search for them. They ride a strange train to the Inner World in search of their parents and meets up with Lisa in the train and together they begin their journey within the Inner World.
The story begins with a strange black tower of energy, which would later come to be known as the "Pillar of Darkness", appearing in the Sea of Japan off the coast of Sadogashima. The tower's appearance causes seismic fluctuations that confound geologist Joe Hayakawa and his team. Returning home, Joe finds his pregnant wife Marie outside setting up equipment with which to study the phenomenon. Suddenly, a large crimson dragon-like creature with what looks like a gun barrel for a head emerges from the Pillar, and proceeds to lay to waste the military forces that try to attack it. When all seems lost, another dragon appears from the Pillar; this one silver-white and serpentine in appearance, with what looks like a blade for a head. The two creatures proceed to destroy each other, causing a reaction in the Pillar of Darkness.
Twelve years later, fraternal twins Ai and Yu Hayakawa find and board an interdimensional train to Wonderland, a strange world connected to Earth by the Pillar of Darkness, to find their parents, Joe and Marie, who have not returned from their latest of many trips there. On the train they meet Lisa Pacifist, a woman with special powers known as Kigen Arts.
When the trio arrive in Wonderland, they find out just how different it is from Earth, meeting a number of allies and enemies. Allies include Chobi, a chocobo who quickly takes a mutual liking to Yu and joins the group on their journey, and Kaze, a mysterious amnesiac gunman with a grudge against a sword-wielding warrior clad in white who he believes responsible for the destruction of his homeworld. Kaze wields the Magun, a gun powered by bullets filled with "Soil" which summons a variety of great creatures to destroy his enemies.
The story goes on, with many dangers lying on Ai, Yu, lisa and kaze's journey.