Catwoman and the Riddler (as Edward Nygma) take a trip to Rome. There Catwoman meets The Blonde, a hitman, who sets up a meeting between Selina and the capo of the Italian mob. Don Verinni, the person Catwoman was due to meet, is murdered using the Joker's venom. Catwoman is blamed, and soon all three 'heroes' are beset by Verinni's assassins. Meanwhile, Selina suffers nightmares featuring Batman. After Catwoman's hotel room burns down, forcing her to jump into a pool completely naked in order to escape death, Catwoman, Eddie (as Selina refers to him) and the Blonde escape to his yacht.
In a pitched fight with the Don's son Guillermo, Catwoman is put "on ice" using Mr. Freeze's ice gun, but escapes and barters a deal with Guillermo. The Riddler then retreats back to Gotham City for a short time (in which he attends the Hangman Trial conducted by Two-Face during the parallel events of Batman: Dark Victory).
After stealing a valuable ring from the Vatican, Catwoman is attacked by the Cheetah. After Catwoman defeats the villain (with the assistance of The Blonde), she visits Louisa, Carmine's widow. Louisa denies that Catwoman is her daughter, and then orders the Blonde to kill Catwoman. Eventually, Catwoman figures out the truth: the Riddler has betrayed her, using the trademarks of the Joker, Mr. Freeze, and also the Scarecrow's fear gas (which was the cause of Catwoman's Bat-related dreams). The Riddler believed that Catwoman knew the answer to what he considered the greatest riddle: "Who is Batman under the mask?" Catwoman defeats the Riddler and his henchmen.
The Riddler later captures the ring, but it turns out to be a fake and infects himself on his plane with Scarecrow's fear gas. A booby trap set by Catwoman. The Blonde reveals that as a child he was witness to his father's attempted infanticide on the Roman's second daughter (in an effort to curry favor with his Don, who respected masculine children) and that he believes that daughter was Catwoman, though he has no proof. Louisa later kills the Blonde for failing to murder Catwoman and bring her the Capo ring. Catwoman waits for the Blonde at the airport but when he does not show, she returns to Gotham, with no hard evidence to prove the identity of her parents. The story ends with a two-page epilogue that is an identical scene from Batman: Dark Victory, in which Catwoman bids farewell to Carmine Falcone at his grave.