Mercy Dante witnessed the murder of her parents by a contract killer called David Frank. He was supposed to kill her as well but couldn’t bring himself to kill her as well. She had an older sister who raised her. As the years went by, Mercy never forgot the lives taken from her. She eventually became a contract killer herself after the death of her sister. She eventually tracked down the man responsible for her parents’ death. He now had a little girl of his own called Trisha Franks. Mercy then plotted her revenge.
She kidnaps the man’s daughter from school and tells the story about her father and herself. She has already kidnapped him as well from his office when his guard was down. She had taken both of them to a deserted warehouse and had them bound and gagged. She proceeds to beat the man and after he pleads with her to let his daughter go because she is innocent, Mercy shoots and kills her after stating that the child was innocent, adding afterward that she herself no longer was. Seven months later after completing another contract, a man at a bar, she is shown to be haunted by the ghost of Trisha. We learn that David Frank committed suicide two weeks after Mercy killed Trisha.
Later, Mercy seems to be confessing the murder of the man at the bar, at a Church, only to reveal that the man was yet to be murdered: the priest hearing her confession. She shoots him in the upper body with a sawed-off shotgun and while he is crawling begging for his life and asking her why she is doing this, she reveals that the parents of three children hired her to kill him after he served as a character witness to a parishioner who had killed them. She then finally kills the priest. She does this while still being haunted by the ghost of Trisha.
The hauting follows her to her own apartment while she is taking a bath. An assassin shows up to kill her but she was expecting him and throws him to the bathroom mirror. She then takes a shard of the glass and questions him about who hired him. Since he does not reply she slashes his throat and when he tries to speak, she declares that it is too late, takes him firearm and as she is about to kill him, he is shot several times by a sniper who tries to kill Mercy as well. He misses her and Mercy shoots him with the firearm. Right after that the ghost of Trisha shows up to haunt her again.
Mercy tries to find out from her contractor who he betrayed her for. He reveals that it was for a woman named Belinda who was Trisha Franks’ elementary teacher and knew everything about Mercy. The contractor then reveals a file with another woman who contacted him to arrange a meeting between herself and Mercy. Mercy tells her former boss to run and hope she never finds him.
Mercy goes to the meeting with the unknown woman at Chicago O’Hare. The woman offers her help to Mercy who is skeptic until she reveals she can see Trisha’s ghost. She tells Mercy that she can give her a second chance which Mercy accepts. When Mercy closes her eyes as the woman instructs her, she awakes back at the moment she was about to shoot Trisha. She lets both Trisha and David Frank go and when the mysterious woman reveals that she still has more to do in order to redeem herself, she asks what she must do. The woman instructs her to shoot herself in the head, which Mercy complies. The Grimm Reaper shows up and realizes that it was Trisha who was supposed to have her soul claimed and not Mercy. Outside the warehouse, the unknown woman says that the Reaper is not the only one with plans.
The woman who changed Mercy’s back was called Sela Mathers and appears to have the power to change people’s lives. Grace Dante has been an amnesiac woman for six months, after a car accident. She is constantly harassed by her boss, Mr. Starr, and is constantly beaten up by her alcoholic boyfriend Max. She sees a psychiatrist who prescribes her pills because she has constant allucinations. She has been told that she is the sister of Mercy Dante who killed herself with a shot to the head. The allucinations she sees are of monsters.
While going home one day she is attacked by thugs until an aged woman shoots a gun in the air and tells them to run. She helps Grace up and tells her that she knew Mercy. She offers her a free cab ride after ordering her to stop taking the pills and to meet her three days from then.
She complies with the woman’s ordered who is revealed to be Sela Mathers by the business card she gave Grace.
When Grace shows up for work, her boss harasses her once more in his office this time trying to go further. Grace fights back at him and he is revealed to be a monster and kills it with na improvised stake.
She calls Sela and they decide to meet earlier than expected. Grace tells her what happened with her boss. Sela then tells her to close her eyes and listen carefully: she tells the story of Grace up to the point of her sister’s death… which was in a bathtub with slitted wrists: Grace is not Grace. She is Mercy.
As soon as Mercy recollects everything Sela no longer appears the aged woman but the same woman that allowed her to change her life back to before killing Trisha Franks.
Sela reveals that Mercy is not alive. She is dead and in hell. And she still has to redeem herself. Sela tells her to find a man who Sela gave up on after he did bad deeds and who is trapped in a circle of hell only Mercy can get to. He is a central piece in a war involving humanity and Mercy was chosen because of the skills she adquired as a contract killer.
Sela warns her that Mercy is in the first ring of hell, Limbo, and that she can be injured and killed, except that if she is killed there the demons will feed of her soul. The man’s name is Brian Watson and Mercy has a deadline of three days to find him. Sela gives Mercy her equipment back and she sets off to find a priest who can help her although not willingly. Mercy cuts her hair short once again and gets ready for her mission. As she leaves her apartement she meets Max, shoots him in his kneecaps and leaves him in the street for the demons.
She meets a blind man who had tried to warn her before of her whereabouts. He gives Mercy his wife’s watch hoping it can help Mercy remain sane as it did for him. Mercy finds the priest who can help her. It turns out it’s the same priest that Mercy murdered when she was a killer, who is now a demon. She fights some demon’s who help him until she kills them all but the priest. He says he doens’t know who Brian Watson is but a woman who was there says she knows and points Mercy in his direction.
Mercy later finds a ferryman (likely Charon from greek mythology) who will take her across a lake with the souls of the damned. He charges her the toll and she says she as nothing to give him and tries to threaten him with a gun however he overpowers her and she realizes that he wants one of her guns as the toll which she reliquinshes keeping only one gun left.
Mercy arrives at shore where there is a series of buildings where people are constantly jumping off so that harpies won’t send them to the last circle of hell. It is the place where suicidal people end up. Mercy remarks that herself and Grace belong there.
She then arrives at a forest where the tree branches are clutching around several people. A woman tells her to shoot a harpie coming at them which Mercy does. Mercy tells the woman to acompany her if she wishes to leave but as they are the woman but the woman traps her in a tree. As Mercy is struggling with the branches she realizes that Grace is there with her. She remembers her in disbelief and then convinces Grace to grab her a pocket knive she has hidden in a boot. Grace does and Mercy cuts herself loose.
They both run from the harpies as Mercy runs out of bullets until they have to jump off a cliff. When they hit the water damned souls try to drown them but they manage to quickly get to the shore. The shore is revealed to be full of shards of glass.
Mercy reveals that she has only a day left in the deadline. Grace however seems to be afraid of dwelving deeper into hell.
They reach another city, this one with people impaled on spikes, the ground covered with skulls and fire burning constantly.
They meet two red skinned and horned demons who are guarding the place where the man Mercy has to save supposedly is. They claim that they can only pass with na invitation from their master to which Grace claims Mercy has, as she does not belong in hell.
They pass and descend na elevator deeper into hell. They see thousands of people in agony being tortured and a winged female demon approaches them: she is Satan whose real name is Belia. She tells them the story of the Fall in short.
Mercy gets bored of the story and demands that Belia delivers her her target. She does but he has his eyes cut out.
Mercy is enranged and manages to stab Belia in the hand but Belia pins her down to a wall telekinectically. Belia says she can’t take Grace with her however Mercy offers to trade her soul for Grace’s, realizing the watch the blind man gave her was meant for to stay in hell sane instead of Grace. This is because sometimes redemption comes from choices. Belia agrees to let the man and Grace go and after Mercy and Grace say their goodbyes, they depart on a train.
After questioning Belia on what to do, Belia replies to Mercy that she has a few ideas.
In the present day on Earth, two thugs who murdered a girl are about to get rid of their body until one of them is decapitated. The other one screams for god but it is Mercy who is there as demon with a bloody knife. She then kills the other thug under the moon.