Taking place after the events of Sly 2, it is confirmed that Murray is the one who saves Sly from Interpol at the end of the said game. Sly is ambiguously rescued in a helicopter from captivity at the end of the said game and it's never revealed completely who it is, although its strongly implied that it's Murray. The story of issue two is broken into four parts. The first part consists of Sly finding a member of his father's gang in a maximum-security prison due to an invitation. This member, McSweeny, after an initial tussle, apologizes to Sly for not being able to have raised him himself after the murder of Sly's parents, due to his confinement. McSweeny tells Sly of a massive vault on a remote island that contains the accumulated treasure of all the Cooper family members stating it as Sly's inheritance. Informing Sly of where to find the map to this vault, we cut to part two. Part two details Sly and Murray breaking into a hospital to rescue the injured Bentley from the authorities. Bentley is paralyzed due to the dramatic events at the conclusion of Sly 2. Sadly, Murray's once endless enthusiasm has waned and he has become increasingly insecure with his own actions. This is because he blames himself for Bentley's predicament. Sly worries about this, but concentrates on the matter at hand. The two convince Bentley to return with them, and comfort him by quelling his fears of being a burden on his friends. Just as the three are about to escape however, they are discovered and surrounded by police. In an uncharacteristically dark tone, Murray demands Sly take Bentley and escape while he deals with the officers. Although Murray seems to have the situation well under control, Sly and Bentley worry that Murray is taking the burden of things too much and isn't using teamwork anymore. Although worried for his friend, Sly takes Bentley to safety with the vow that he'll be back to help Murray whether he likes it or not.
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